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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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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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Permanent, temporary, and non-fundamental components of stock prices
Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001243210
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Horizon pricing
Kamara, Avraham; Korajczyk, Robert A.; Lou, Xiaoxia; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1769-1793
Persistent link: https://www.econbiz.de/10011654674
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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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Risk premia and the VIX term structure
Johnson, Travis L. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
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Unknown unknowns : uncertainty about risk and stock returns
Baltussen, Guido; Bekkum, Sjoerd van; Grient, Bart van der - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1615-1651
Persistent link: https://www.econbiz.de/10011930515
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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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A single-factor consumption-based asset pricing model
Delikouras, Stefanos; Kostakis, Alexandros - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 789-827
Persistent link: https://www.econbiz.de/10012138945