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RATIONAL PESSIMISM, RATIONAL EXUBERANCE, AND ASSET PRICING MODELS
Bansal, Ravi; Gallant, A.Ronald; Tauchen, George - 2007
Persistent link: https://www.econbiz.de/10007741064
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PRICE MOMENTUM IN STOCKS: INSIGHTS FROM VICTORIAN AGE DATA
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2008
Persistent link: https://www.econbiz.de/10008157750
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PAIN AT THE PUMP: THE DIFFERENTIAL EFFECT OF GASOLINE PRICES ON NEW AND USED AUTOMOBILE MARKETS
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2009
Persistent link: https://www.econbiz.de/10008351300
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PREDICTING VOLATILITY: GETTING THE MOST OUT OF RETURN DATA SAMPLED AT DIFFERENT FREQUENCIES
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - 2004
Persistent link: https://www.econbiz.de/10006961095
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THERE IS A RISK-RETURN TRADEOFF AFTER ALL
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - 2004
Persistent link: https://www.econbiz.de/10006961124