Narrow search
Showing 1 - 10 of 84
Cover Image
The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
Cover Image
Institutional investors and equity returns : are short-term institutions better informed?
Yan, Xuemin Sterling; Zhang, Zhe - In: The review of financial studies 22 (2009) 2, pp. 893-924
Persistent link: https://www.econbiz.de/10003816713
Cover Image
Expected idiosyncratic skewness
Boyer, Brian H.; Mitton, Todd; Vorkink, Keith - In: The review of financial studies 23 (2010) 1, pp. 169-202
Persistent link: https://www.econbiz.de/10003941604
Cover Image
Aggregate investment and investor sentiment
Arif, Salman; Lee, Charles M. C. - In: The review of financial studies 27 (2014) 11, pp. 3241-3279
Persistent link: https://www.econbiz.de/10010530180
Cover Image
The equity premium and the one percent
Akira Toda, Alexis; Walsh, Kieran - In: The review of financial studies 33 (2020) 8, pp. 3583-3623
Persistent link: https://www.econbiz.de/10012249745
Cover Image
A bound on expected stock returns
Kadan, Ohad; Tang, Xiaoxiao - In: The review of financial studies 33 (2020) 4, pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Cover Image
Time-varying risk premiums and the output gap
Cooper, Ilan; Priestley, Richard - In: The review of financial studies 22 (2009) 7, pp. 2801-2833
Persistent link: https://www.econbiz.de/10003866874
Cover Image
Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective
Thornton, Daniel L.; Valente, Giorgio - In: The review of financial studies 25 (2012) 10, pp. 3141-3168
Persistent link: https://www.econbiz.de/10009630174
Cover Image
A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Cover Image
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663