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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven; Yu, Cindy; Zhong, Haowen - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
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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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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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The reaction of stock returns to news about fundamentals
Cenesizoglu, Tolga - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1072-1093
Persistent link: https://www.econbiz.de/10011284880
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Unusual news flow and the cross section of stock returns
Bali, Turan G.; Bodnaruk, Andrij; Scherbina, Anna; Tang, Yi - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
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Cross-sectional variation of option-implied volatility skew
Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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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