Narrow search
Showing 1 - 10 of 100
Cover Image
The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert - 1994
Persistent link: https://www.econbiz.de/10000885945
Cover Image
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
Cover Image
Smart money, noise trading and stock price behavior
Campbell, John Y.; Kyle, Albert S. - 1988
Persistent link: https://www.econbiz.de/10000752325
Cover Image
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
Cover Image
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
Cover Image
Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
Cover Image
The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997 - 2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406
Cover Image
Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
Cover Image
Dating the integration of world equity markets
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - 1998
Persistent link: https://www.econbiz.de/10000675607
Cover Image
The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000715629