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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
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Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar; Schneider, Paul - 2009
Persistent link: https://www.econbiz.de/10009428004
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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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Conditional equity risk premia and realized variance jump risk
Wang, Zhanglong; Wang, Kent; Pan, Zheyao - In: Australian journal of management 40 (2015) 2, pp. 295-317
Persistent link: https://www.econbiz.de/10011342801
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Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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A global factor in variance risk premia and local bond pricing
Kaminska, Iryna; Roberts-Sklar, Matt - 2015
Persistent link: https://www.econbiz.de/10011443308
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State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
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The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi - In: Annals of finance 12 (2016) 1, pp. 95-133
Persistent link: https://www.econbiz.de/10011555439