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Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 55 (2020) 2, pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
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The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
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A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S. - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10011333146
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Using equity premium survey data to estimate future wealth
Freeman, Mark C.; Groom, Benjamin - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 665-693
Persistent link: https://www.econbiz.de/10011532065
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R&D expenditures and implied equity risk premiums
Alam, Pervaiz; Liu, Min; Peng, Xiaofeng - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 441-462
Persistent link: https://www.econbiz.de/10010490394
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Consumption-based capital asset pricing models : issues and controversies
Choi, Wonnho - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 181-205
Persistent link: https://www.econbiz.de/10011979103
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Optimal carry trade portfolio choice under regime shifts
Chen, Chih-Nan; Lin, Chien-Hsiu - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 483-506
Persistent link: https://www.econbiz.de/10013459294
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Stock market volatility and economic factors
Binder, John J.; Merges, Matthias J. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001748128