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1
On the relationship between the conditional mean and
volatility
of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
Saved in:
2
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
3
Common shocks in stocks and bonds
Cieślak, Anna
;
Pang, Hao
- In:
Journal of financial economics
142
(
2021
)
2
,
pp. 880-904
Persistent link: https://www.econbiz.de/10013260067
Saved in:
4
An examination of own account trading by dual traders in futures markets
Chakravarty, Sugato
;
Li, Kai
- In:
Journal of financial economics
69
(
2003
)
2
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001778009
Saved in:
5
The expected value premium
Chen, Long
;
Petkova, Ralitsa
;
Zhang, Lu
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 269-280
Persistent link: https://www.econbiz.de/10003629037
Saved in:
6
A theory of risk capital
Erel, Isil
;
Myers, Stewart C.
;
Read, James A.
- In:
Journal of financial economics
118
(
2015
)
3
,
pp. 620-635
Persistent link: https://www.econbiz.de/10011480544
Saved in:
7
Who underreacts to cash-flow news? : Evidence from trading between individuals and institutions
Cohen, Randolph B.
;
Gompers, Paul A.
;
Vuolteenaho, Tuomo
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 409-462
Persistent link: https://www.econbiz.de/10001712430
Saved in:
8
Interest rate
volatility
, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
9
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
10
Fearing the Fed : how wall street reads main street
Elenev, Vadim
;
Law, Tzuo Hann
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
153
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015072051
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