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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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Rational asset price movements without news
Romer, David - 1992
Persistent link: https://www.econbiz.de/10000136720
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184
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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - 1997
Persistent link: https://www.econbiz.de/10000973627
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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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Stock prices and bond yields : can their comovements be explained in terms of present value models?
Shiller, Robert J.; Beltratti, Andrea - 1990
Persistent link: https://www.econbiz.de/10000800331
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779