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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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The sum of all FEARS investor sentiment and asset prices
Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
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Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: The review of financial studies 24 (2011) 1, pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
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Asymmetric predictability of conditional variances
Conrad, Jennifer S. - In: The review of financial studies 4 (1991) 4, pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
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Time-varying expected small firm returns and closed-end fund discounts
Swaminathan, Bhaskaran - In: The review of financial studies 9 (1996) 3, pp. 845-887
Persistent link: https://www.econbiz.de/10001209088
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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
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Robust econometric inference for stock return predictability
Kostakis, Alexandros; Magdalinos, Tassos; … - In: The review of financial studies 28 (2015) 5, pp. 1506-1553
Persistent link: https://www.econbiz.de/10011338192
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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
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Dividend yields and expected stock returns : alternative procedures for inference and measurement
Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386
Persistent link: https://www.econbiz.de/10001129388
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811