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1
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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2
Do newspaper articles predict aggregate stock returns?
Ammann, Manuel
;
Frey, Roman
;
Verhofen, Michael
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10011303209
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3
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
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4
The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Silva, Raphael Braga da
;
Bressane, Bernardo Prôa
; …
- In:
Latin American business review : journal of the …
13
(
2012
)
4
,
pp. 311-328
Persistent link: https://www.econbiz.de/10009714826
Saved in:
5
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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6
Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.
;
Picard, Alan
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
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7
Delegated trade and the pricing of public and private information
Taylor, Daniel J.
;
Verrechia, Robert E.
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 8-32
Persistent link: https://www.econbiz.de/10011437509
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8
Discussion of delegated trade and the pricing of public and private information
Bloomfield, Matthew J.
;
Bloomfield, Robert
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 104-109
Persistent link: https://www.econbiz.de/10011437512
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9
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
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10
Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
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