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Noisy prices and inference regarding returns
Asparouhova, Elena; Bessembinder, Hendrik; Kalcheva, Ivalina - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 665-714
Persistent link: https://www.econbiz.de/10009730844
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Ex ante skewness and expected stock returns
Conrad, Jennifer S.; Dittmar, Robert F.; Ghysels, Eric - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
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Decision frequency and synchronization across agents : implications for aggregate consumption and equity return
Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497
Persistent link: https://www.econbiz.de/10001209019
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Momentum strategies
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
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Estimating the gains from trade in limit-order markets
Hollfield, Burton; Miller, Robert Allen; Sandås, Patrik; … - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2753-2804
Persistent link: https://www.econbiz.de/10003398501
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Rational asset prices
Kōnstantinidēs, Giōrgos - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1567-1591
Persistent link: https://www.econbiz.de/10001696244
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Measuring and testing the impact of news on volatility
Engle, Robert F. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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On the cross-sectional relation between expected returns and betas
Roll, Richard - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10001169024
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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
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Volume and autocovariances in short-horizon individual security returns
Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001171963