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Emerging equity market volatility

Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77

Persistent link: https://www.econbiz.de/10001213778

Emerging equity market volatility

Bekaert, Geert; Harvey, Campbell R. - 1995

Persistent link: https://www.econbiz.de/10000928776

Emerging Equity Market Volatility

Bekaert, Geert - 1995

has focused on average returns, we analyze the volatility of the returns in emerging equity markets. We characterize the … time-series of volatility in emerging markets and explore the distributional foundations of the variance process. Of … particular interest is evidence of asymmetries in volatility and the evolution of the variance process after periods of capital …

Persistent link: https://www.econbiz.de/10012473563

Breaking bad trends

Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 84-98

Persistent link: https://www.econbiz.de/10014576152

Lucky factors

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 141 (2021), pp. 413-435

Persistent link: https://www.econbiz.de/10013259772

Lucky factors

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 141 (2021) 2, pp. 413-435

Persistent link: https://www.econbiz.de/10013259856

…and the Cross-Section of Expected Returns

Harvey, Campbell R. - 2015

Hundreds of papers and hundreds of factors attempt to explain the cross-section of expected returns. Given this extensive data mining, it does not make any economic or statistical sense to use the usual significance criteria for a newly discovered factor, e.g., a t-ratio greater than 2.0....

Persistent link: https://www.econbiz.de/10013035730