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Public information and the persistence of bond market volatility
Jones, Charles M.; Lamont, Owen A.; Lumsdaine, Robin L. - 1996
Persistent link: https://www.econbiz.de/10000979431
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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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Stock market volatility : ten years after the crash
Schwert, George William - 1998
Persistent link: https://www.econbiz.de/10000655412
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Public information and the persistence of bond market volatility
Jones, Charles M.; Lamont, Owen A.; Lumsdaine, Robin L. - 1996
Persistent link: https://www.econbiz.de/10000572757
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Stock volatility and the crash of '87
Schwert, George William
Persistent link: https://www.econbiz.de/10001274917
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Alternative models for conditional stock volatility
Pagan, Adrian R. - In: Journal of econometrics 45 (1990) 1, pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
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Economic tracking portfolios
Lamont, Owen A. - 1999
Persistent link: https://www.econbiz.de/10001378519
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Testing for covariance stationarity in stock market data
Pagan, Adrian R. - In: Economics letters 33 (1990) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10001088170
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Stock market volatility
Schwert, George William - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 23-34
Persistent link: https://www.econbiz.de/10001089639
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Margin requirements and stock volatility
Schwert, George William - In: Journal of financial services research : JFSR 3 (1989) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10001092932