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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
934
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1
The predictive power of the dividend risk premium
Avino, Davide E.
;
Stancu, Andrei
;
Wese Simen, Chardin
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2843-2869
Persistent link: https://www.econbiz.de/10012705194
Saved in:
2
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
3
A model-free measure of aggregate idiosyncratic
volatility
and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
4
Synthetic options and implied
volatility
for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
5
Continuing overreaction and stock return predictability
Byun, Suk Joon
;
Lim, Sonya Seongyeon
;
Yun, Sang Hyun
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
Saved in:
6
Alliances and return predictability
Cao, Jie
;
Chordia, Tarun
;
Chen, Lin
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1689-1717
Persistent link: https://www.econbiz.de/10011665177
Saved in:
7
Industrial electricity usage and stock returns
Da, Zhi
;
Huang, Dayong
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10011667702
Saved in:
8
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
Saved in:
9
Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin
;
Nardari, Federico
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
Saved in:
10
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
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