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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
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Dispersion and Volatility in Stock Returns : An Empirical Investigation
Campbell, John Y. - 1999
This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the...
Persistent link: https://www.econbiz.de/10012471650
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10013422598
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Effort and the cycle: cyclical implications of efficiency wages
Uhlig, Harald; Xu, Yexiao - 1996
Persistent link: https://www.econbiz.de/10000935348
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A generalization of the beta distribution with applications
McDonald, James B. - In: Journal of econometrics 66 (1995) 1, pp. 133-152
Persistent link: https://www.econbiz.de/10001174121
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A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
McDonald, James B. - In: Economics letters 51 (1996) 2, pp. 153-159
Persistent link: https://www.econbiz.de/10001201048
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Some forecasting applications of partially adaptive estimators of ARIMA models
McDonald, James B. - In: Economics letters 45 (1994) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001163980
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A model for the pricing of closed-end funds
Xu, Yexiao - 1995
Persistent link: https://www.econbiz.de/10000925817
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Effort and the cycle : a short summary
Uhlig, Harald - In: Selected papers of the Symposium on Operations Research …, (pp. 235-240). 1996
Persistent link: https://www.econbiz.de/10001318171
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Risk and return : a new look
Malkiel, Burton G. - 1981
Persistent link: https://www.econbiz.de/10002436078