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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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International yield comovements
Bekaert, Geert; Ermolov, Andrey - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
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Investing in talents : manager characteristics and hedge fund performances
Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10008991272
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Passive versus active fund performance : do index funds have skill?
Crane, Alan D.; Crotty, Kevin - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10011929399
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The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha; Kosowski, Robert L.; Tolonen, Pekka - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.; Ng, David Tat-chee; Swaminathan, … - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
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Dynamic style preferences of individual investors and stock returns
Kumar, Alok - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 607-640
Persistent link: https://www.econbiz.de/10003887376
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The role of the media in the Internet IPO bubble
Bhattacharya, Utpal; Galpin, Neal; Ray, Rina; Yu, Xiaoyun - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 657-682
Persistent link: https://www.econbiz.de/10003887391
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Sudden deaths : taking stock of geographic ties
Faccio, Mara; Parsley, David C. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 683-718
Persistent link: https://www.econbiz.de/10003887400