Similar Search Results - EconBiz

The expected real return to equity

Warusawitharana, Missaka - In: Journal of economic dynamics & control 37 (2013) 9, pp. 1929-1946

Persistent link: https://www.econbiz.de/10009786055

The expected real return to equity

Warusawitharana, Missaka - 2011

Persistent link: https://www.econbiz.de/10009405730

Time-varying volatility and the power law distribution of stock returns

Warusawitharana, Missaka - 2016

While many studies find that the tail distribution of high frequency stock returns follow a power law, there are only a few explanations for this finding. This study presents evidence that time-varying volatility can account for the power law property of high frequency stock returns. The power...

Persistent link: https://www.econbiz.de/10011500196

Time-varying volatility and the power law distribution of stock returns

Warusawitharana, Missaka - In: Journal of empirical finance 49 (2018), pp. 123-141

Persistent link: https://www.econbiz.de/10012117726

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003726992

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178

Persistent link: https://www.econbiz.de/10003833758

What is the chance that the equity premium varies over time? : Evidence from predictive regressions

Warusawitharana, Missaka; Wachter, Jessica - 2009

Persistent link: https://www.econbiz.de/10003864788

Essays on financial economics

Warusawitharana, Missaka - 2006

Persistent link: https://www.econbiz.de/10003908769

What is the chance that the equity premium varies over time? : evidence from predictive regressions

Wachter, Jessica; Warusawitharana, Missaka - 2011

Persistent link: https://www.econbiz.de/10009308138

What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93

Persistent link: https://www.econbiz.de/10011349544

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