Narrow search
Showing 1 - 3 of 3
Cover Image
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo; Ghysels, Eric; Meng, Jinghan; … - In: The review of financial studies 29 (2016) 8, pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Cover Image
News - good or bad - and its impact on volatility predictions over multiple horizons
Chen, Xilong; Ghysels, Eric - In: The review of financial studies 24 (2011) 1, pp. 46-81
Persistent link: https://www.econbiz.de/10008909455
Cover Image
Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric; Horan, Casidhe; Mönch, Emanuel - In: The review of financial studies 31 (2018) 2, pp. 678-714
Persistent link: https://www.econbiz.de/10011925250