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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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A dynamic structural model for stock return volatility and trading volume
Brock, William A.; LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000147476
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
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Are sticky prices costly? : evidence from the stock market
Gorodnichenko, Yuriy; Weber, Michael - 2013
Persistent link: https://www.econbiz.de/10009729800
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Endogenous dividend dynamics and the term structure of dividend strips
Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012
Persistent link: https://www.econbiz.de/10009666681
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Fundamentally, momentum is fundamental momentum
Novy-Marx, Robert - 2015
Persistent link: https://www.econbiz.de/10010500690
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Asset management contracts and equilibrium prices
Buffa, Andrea M.; Vayanos, Dimitri; Woolley, Paul - 2014
Persistent link: https://www.econbiz.de/10010416270