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Beta matrix and common factors in stock returns
Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
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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
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Stock price co-movement and the foundations of pairs trading
Farago, Adam; Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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The importance of blockholder heterogeneity : security market effects and follow-on activities
Hsieh, Jim; King, Tao-Hsien Dolly - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 101-153
Persistent link: https://www.econbiz.de/10012128897
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Time-varying return and risk in the corporate bond market
Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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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
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Getting paid to hedge : why don't investors pay a premium to hedge downturns?
Kapadia, Nishad; Ostdiek, Barbara Bennett; Weston, James P. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1157-1192
Persistent link: https://www.econbiz.de/10012139390
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Text-based industry momentum
Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029