Similar Search Results

Are stock returns predictable? : a test using Markov chains

McQueen, Grant R. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 239-263

Persistent link: https://www.econbiz.de/10001106448

Bubbles, stock returns, and duration dependence

McQueen, Grant R. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 3, pp. 379-401

Persistent link: https://www.econbiz.de/10001171164

Stock prices, news, and business conditions

McQueen, Grant R.; Roley, Vernon Vance - 1990

Persistent link: https://www.econbiz.de/10000804734

Stock prices, news, and business conditions

McQueen, Grant R.; Roley, Vernon Vance - 1990

Persistent link: https://www.econbiz.de/10000810242

Tests of the nominal contracting hypothesis using stocks and bonds of the same firms

Chang, Eric Chieh - In: Journal of banking & finance 16 (1992) 3, pp. 477-496

Persistent link: https://www.econbiz.de/10001125884

Whence GARCH? : A preference-based explanation for conditional volatility

McQueen, Grant R.; Vorkink, Keith - In: The review of financial studies 17 (2004) 4, pp. 915-949

Persistent link: https://www.econbiz.de/10002396418

Stock Prices, News, and Business Conditions

McQueen, Grant - 1990

Previous research finds that fundamental macroeconomic news has little effect on stock prices. This study shows that after allowing for different stages of the business cycle, a stronger relationship between stock prices and news is evident. In particular, the empirical results suggest that the...

Persistent link: https://www.econbiz.de/10012475513

Imperfect information and cross-autocorrelation among stock prices

Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1211-1230

Persistent link: https://www.econbiz.de/10001152161

The not-so-well-known three-and-one-half-factor model

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 13-23

Persistent link: https://www.econbiz.de/10010529031

Pure factor portfolios and multivariate regression analysis

Clarke, Roger G.; DeSilva, Harindra; Thorley, Steven - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 16-31

Persistent link: https://www.econbiz.de/10011686841