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Marginal stockholder tax effects and ex-dividend-day price behavior : evidence from taxable versus nontaxable closed-end funds
Elton, Edwin J.; Gruber, Martin Jay; Blake, Christopher R. - In: The review of economics and statistics 87 (2005) 3, pp. 579-586
Persistent link: https://www.econbiz.de/10003086545
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.; Wohar, Mark E. - In: The review of economics and statistics 84 (2002) 4, pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
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Stock market volatility and macroeconomic fundamentals
Engle, Robert F.; Ghysels, Eric; Sohn, Bumjean - In: The review of economics and statistics 95 (2013) 3, pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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What is fractional integration?
Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain; Moran, Kevin; Vigfusson, Robert J. - In: The review of economics and statistics 105 (2023) 2, pp. 392-407
Persistent link: https://www.econbiz.de/10014295667
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Implications of ownership, regulation, and market structure for performance : evidence from the US electric utility industry before and after the new deal
Emmons, Willis - In: The review of economics and statistics 79 (1997) 2, pp. 279-289
Persistent link: https://www.econbiz.de/10001222413
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Determinants of asset ownership : a study of the carpentry trade
Simester, Duncan; Wernerfelt, Birger - In: The review of economics and statistics 87 (2005) 1, pp. 50-58
Persistent link: https://www.econbiz.de/10002779077