Narrow search
Showing 1 - 10 of 2,087
Cover Image
Time-series variation in dividend pricing
Eades, Kenneth M. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1617-1638
Persistent link: https://www.econbiz.de/10001175171
Cover Image
Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Cover Image
The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
Cover Image
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Cover Image
Testing for linear and nonlinear Granger causality in the stock price-volume relation
Hiemstra, Craig - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1639-1664
Persistent link: https://www.econbiz.de/10001175170
Cover Image
Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
Cover Image
A variance-ratio test of random walks in foreign exchange rates
Liu, Christina Y. - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 773-785
Persistent link: https://www.econbiz.de/10001108666
Cover Image
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Cover Image
A semiautoregression approach to the arbitrage pricing theory
Mei, Jianping - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 599-620
Persistent link: https://www.econbiz.de/10001152171
Cover Image
Heteroskedasticity in stock return data : volume versus GARCH effects
Lamoureux, Christopher G. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 221-229
Persistent link: https://www.econbiz.de/10001084196