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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu; Zhu, Yingzi - In: Management science : journal of the Institute for … 61 (2015) 2, pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
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Speculation, sentiment, and interest rates
Buraschi, Andrea; Whelan, Paul - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
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The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
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Unspanned global macro risks in bond returns
Zhao, Feng; Zhou, Guofu; Zhum, Xiaoneng - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.; Gao, Xiaohui; Rossi, Alberto - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 619-641
Persistent link: https://www.econbiz.de/10012000721