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The impact of strategic management on systematic risk
Woo, Carolyn Y. - 1990
Persistent link: https://www.econbiz.de/10001090922
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Stock market signals to managers
Rappaport, Alfred - In: Harvard business review : HBR 65 (1987) 6, pp. 57-62
Persistent link: https://www.econbiz.de/10001034479
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The pricing of permanent and transitory volatility : latent variable models and composite garch
Hertog, René G. J. den - 1993
Persistent link: https://www.econbiz.de/10000893745
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754
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Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo; Schipp, Bernhard - In: Statistical inference, econometric analysis and matrix …, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003781013
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - 2006
Persistent link: https://www.econbiz.de/10003284970
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Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li; Merton, Robert C.; Bodie, Zvi - In: Journal of financial economics 81 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003340661
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Idiosyncratic risk and REIT returns
Ooi, Joseph T. L.; Wang, Jingliang; Webb, James R. - In: The journal of real estate finance and economics 38 (2009) 4, pp. 420-442
Persistent link: https://www.econbiz.de/10003835212
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Momentum profits, factor pricing, and macroeconomic risk
Liu, Laura Xiaolei; Zhang, Lu - In: The review of financial studies 21 (2008) 6, pp. 2417-2448
Persistent link: https://www.econbiz.de/10003805065