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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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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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Creative destruction and asset prices
Grammig, Joachim; Jank, Stephan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1739-1768
Persistent link: https://www.econbiz.de/10011654670
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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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Divergence of opinion and equity returns
Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 573-606
Persistent link: https://www.econbiz.de/10003374649
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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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Hedge funds : the living and the dead
Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001522459
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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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