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Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan; Gu, Yuchi - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
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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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Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena; Wang, Xu - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
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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
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Financial analysts' forecast accuracy and dispersion : high-tech versus low-tech stocks
Kwon, Sung S. - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001698803
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Stock market return predictability : does network topology matter?
Eng-Uthaiwat, Harnchai - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 433-460
Persistent link: https://www.econbiz.de/10012037125
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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Revisiting the relationship between risk and return
Malik, Farooq - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
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Uncovering a positive risk-return relation : the role of implied volatility index
Kanas, Angelos - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 159-170
Persistent link: https://www.econbiz.de/10010345140