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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
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Risk, return and dividends
Ang, Andrew; Liu, Jun - 2007
Persistent link: https://www.econbiz.de/10003411331
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High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2008
Persistent link: https://www.econbiz.de/10003630137
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2004
Persistent link: https://www.econbiz.de/10002418876
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Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001456475
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Equity volatility and corporate Bond yields
Campbell, John Y.; Taksler, Glen Barry - 2002
Persistent link: https://www.econbiz.de/10001671292
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The joint cross section of stocks and options
An, Byeong-je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - 2013
Persistent link: https://www.econbiz.de/10010210735