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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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Der Einfluss von Dividenden auf Aktienrenditen
Schulz, Anja - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389030
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Der Einfluss von Dividenden auf Aktienrenditen
Schulz, Anja - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013515357
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An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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Stationarity tests of the market model for security returns
Barone-Adesi, Giovanni - In: Journal of accounting, auditing & finance 7 (1992) 3, pp. 369-378
Persistent link: https://www.econbiz.de/10001160660
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Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
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Stocks for the long run? : sometimes yes, sometimes no
McQuarrie, Edward F. - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 12-28
Persistent link: https://www.econbiz.de/10014576148
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Three Essays on the returns of German stocks and mutual funds
Lehmann, Patrick - 2013
Persistent link: https://www.econbiz.de/10013432828
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Book-to-market ratios as predictors of market returns
Pontiff, Jeffrey - In: Journal of financial economics 49 (1998) 2, pp. 141-160
Persistent link: https://www.econbiz.de/10001244941