Narrow search
Showing 1 - 4 of 4
Cover Image
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Cover Image
Are treasury securities free of default?
Nippani, Srinivas; Liu, Pu; Schulman, Craig T. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10001626027
Cover Image
Moment risk premia and stock return predictability
Fan, Zhenzhen; Xiao, Xiao; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Cover Image
Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100