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ECONIS (ZBW)
13,777
RePEc
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EconStor
4
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1
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1
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
Saved in:
2
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
-
2017
Persistent link: https://www.econbiz.de/10011817412
Saved in:
3
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
Saved in:
4
Essays on consumption and expected returns
Yogo, Motohiro
-
2004
Persistent link: https://www.econbiz.de/10003387664
Saved in:
5
Asset pricing and default risk
Breig, Christoph
-
2011
Persistent link: https://www.econbiz.de/10008779050
Saved in:
6
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
7
An empirical study of momentum and reversal in United States equity market
Jun, Wang
-
2005
Persistent link: https://www.econbiz.de/10003384691
Saved in:
8
Three essays on asset pricing and portfolio allocation
Zhang, Zhe
-
2004
Persistent link: https://www.econbiz.de/10003387672
Saved in:
9
Liquidity commonality and risk management
Weiß, Gregor
;
Supper, Hendrik
-
2012
Persistent link: https://www.econbiz.de/10009507223
Saved in:
10
Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob
;
Zheng, Fangze
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
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