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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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The present value model with time-varying discount rates : implications for commercial property valuation and investment decisions
Geltner, David - In: The journal of real estate finance and economics 11 (1995) 2, pp. 119-135
Persistent link: https://www.econbiz.de/10001189284
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Corporate governance ratings and firm performance
Ertugrul, Mine; Hegde, Shantaram P. - In: Financial management 38 (2009) 1, pp. 139-160
Persistent link: https://www.econbiz.de/10003851893
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Essays on agency problems and corporate governance
Ertugrul, Mine - 2005
Persistent link: https://www.econbiz.de/10003905313
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Missing the marks? : dispersion in corporate bond valuations across mutual funds
Cici, Gjergij; Gibson, Scott; Merrick, John J. - In: Journal of financial economics 101 (2011) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10009242902
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Missing the marks? : dispersion in corporate bond valuations across mutual funds
Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010
We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...
Persistent link: https://www.econbiz.de/10008760338
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Evaluating the specification errors of asset pricing models
Hodrick, Robert J.; Zhang, Xiaoyan - 2000
Persistent link: https://www.econbiz.de/10001470841
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Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions
Chung, Richard - In: International review of financial analysis 6 (1997) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001248791
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Forecasting sector stock market returns
McMillan, David G. - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 291-300
Persistent link: https://www.econbiz.de/10012581629