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The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
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Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick; Hanauer, Matthias - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
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Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Wu, Chunchi; Li, Qiang; Wei, K. C. John - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 119-136
Persistent link: https://www.econbiz.de/10001467541
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Earnings forecasts : the case for combining analysts' estimates with a cross-sectional model
Gonçalves de Azevedo, Vitor; Bielstein, Patrick; … - In: Review of quantitative finance and accounting 56 (2021) 2, pp. 545-579
Persistent link: https://www.econbiz.de/10012432682
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Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
Yu, Susana; Rentzler, Joel Conrad; Tandon, Kishore - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003942160
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The impact of exchange rate risk on international asset pricing under various market structures
Bayraktar, Sema - In: Review of quantitative finance and accounting 32 (2009) 2, pp. 169-195
Persistent link: https://www.econbiz.de/10003832469
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Are the Fama-French factors proxying news related to GDP growth? : the Australian evidence
Nguyen, Annette; Faff, Robert W.; Gharghori, Philip - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10003880536
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A Bayesian framework for combining valuation estimates
Yee, Kenton K. - In: Review of quantitative finance and accounting 30 (2008) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10003711383
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The valuation of multivariate contingent claims under transformed trinomial approaches
Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003942163
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Removing biases in computed returns
Fisher, Lawrence Victor; Weaver, Daniel G.; Webb, … - In: Review of quantitative finance and accounting 35 (2010) 2, pp. 137-161
Persistent link: https://www.econbiz.de/10008990244