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The disappearance of momentum
Hwang, Soosung; Rubesam, Alexandre - In: The European journal of finance 21 (2015) 7/9, pp. 584-607
Persistent link: https://www.econbiz.de/10011301218
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High-frequency information content in end-user foreign exchange order flows
Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
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Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew - In: The European journal of finance 18 (2012) 5/6, pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
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Special issue on the equity risk premium
Buckley, Adrian (contributor) - 1999
Persistent link: https://www.econbiz.de/10001448328
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An introduction to security returns
Buckley, Adrian - In: The European journal of finance 5 (1999) 3, pp. 165-180
Persistent link: https://www.econbiz.de/10001448335
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Equity returns, bond returns, and the equity premium in the German capital market
Bessler, Wolfgang - In: The European journal of finance 5 (1999) 3, pp. 186-201
Persistent link: https://www.econbiz.de/10001448340
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Estimating the equity premium
Freeman, M. C.; Davidson, I. R. - In: The European journal of finance 5 (1999) 3, pp. 236-246
Persistent link: https://www.econbiz.de/10001448370
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Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael; Su, Chen; Huang, Winifred; Lai, Baoying - In: The European journal of finance 27 (2021) 17, pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968