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Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001427382
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Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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The economic value of nonlinear predictions in asset allocation
Kruse, Friedrich; Rudolf, Markus - In: Problems and perspectives in management : PPM ; … 10 (2012) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10009558124
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Expected inflation, expected stock returns, and money illusion : What can we learn from survey expectations?
Schmeling, Maik; Schrimpf, Andreas - In: European economic review : EER 55 (2011) 5, pp. 702-719
Persistent link: https://www.econbiz.de/10009243405
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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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The impact of shocks on higher moments
Jondeau, Eric; Rockinger, Michael - In: Journal of financial econometrics : official journal of … 7 (2009) 2, pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826