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Dispersion and volatility in stock returns : an empirical investigation

Campbell, John Y.; Lettau, Martin - 1999

Persistent link: https://www.econbiz.de/10001390215

Dispersion and volatility in stock returns : an empirical investigation

Campbell, John Y. - 1998

Persistent link: https://www.econbiz.de/10013422598

Efficient tests of stock return predictability

Campbell, John Y. (contributor); Yogo, Motohiro (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001736825

Efficient tests of stock return predictability

Campbell, John Y.; Yogo, Motohiro - 2003

Persistent link: https://www.econbiz.de/10001815414

A multivariate model of strategic asset allocation

Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - 2001

Persistent link: https://www.econbiz.de/10001624453

Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001456475

A multivariate model of strategic asset allocation

Campbell, John Y. - 2001

Persistent link: https://www.econbiz.de/10013423666

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011

Asset prices, consumption, and the business cycle

Campbell, John Y. - 1998

Persistent link: https://www.econbiz.de/10000659469

Who should buy long-term bonds?

Campbell, John Y.; Viceira, Luis M. - 1998

Persistent link: https://www.econbiz.de/10000682920