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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
Guo, Hui (contributor); Savickas, Robert (contributor) - 2006
Persistent link: https://www.econbiz.de/10003740047
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Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej; Etebari, Ahmad; Wisniewski, … - 2010
Persistent link: https://www.econbiz.de/10008695604
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl - 2012
Persistent link: https://www.econbiz.de/10009562986
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Pricing of idiosyncratic equity and variance risks
Gourier, Elise - 2016
the variance of idiosyncratic returns. The estimation is performed on a time series of returns and option prices from 2006 …
Persistent link: https://www.econbiz.de/10011410917
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Testing for longer horizon predictability of return volatility with an application to the German DAX
Raunig, Burkhard - 2003
Persistent link: https://www.econbiz.de/10001815044
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Changes in earnings-price ratios and excess returns : a case of investor over-reaction
Bartholdy, Jan - 1998
Persistent link: https://www.econbiz.de/10000994150
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Testing the economic value of asset return predictability
McCracken, Michael W.; Valente, Giorgio - 2012
Persistent link: https://www.econbiz.de/10009632652