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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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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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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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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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Risk aversion sensitive real business cycles
Chen, Zhanhui; Cooper, Ilan; Ehling, Paul; Xiouros, Costas - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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Information content of aggregate implied volatility spread
Han, Bing; Li, Gang - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
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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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Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex; Palomino, Francisco; Qian, Liang - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
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Financialization and commodity markets serial dependence
Da, Zhi; Tang, Ke; Tao, Yubo; Yang, Liyan - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2122-2143
Persistent link: https://www.econbiz.de/10014519909
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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