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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - 2017
Persistent link: https://www.econbiz.de/10011817412
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Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
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Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro; Hsu, Yu-Chin; Lin, Hsiou-Wei - In: Journal of financial markets 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
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What drives firm-level stock returns?
Vuolteenaho, Tuomo - 2001
Persistent link: https://www.econbiz.de/10001578203
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What drives firm-level stock returns?
Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10001650379
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Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt
Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.
Persistent link: https://www.econbiz.de/10013438231
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Essays on financial economics
Warusawitharana, Missaka - 2006
Persistent link: https://www.econbiz.de/10003908769
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Essays in empirical asset pricing : liquidity, idiosyncratic risk, and the conditional risk-return relation
Koch, Stefan - 2010
Persistent link: https://www.econbiz.de/10008857286
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An empirical study of momentum and reversal in United States equity market
Jun, Wang - 2005
Persistent link: https://www.econbiz.de/10003384691