Narrow search
Showing 1 - 10 of 13,222
Cover Image
Institutional trading, momentum and idiosynratic volatility
Sonmez, Fatma - In: Investment management and financial innovations 10 (2013) 2, pp. 55-63
Persistent link: https://www.econbiz.de/10010201105
Cover Image
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
Hu, Jie - 1993
Persistent link: https://www.econbiz.de/10000885309
Cover Image
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
Cover Image
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993
Persistent link: https://www.econbiz.de/10000870606
Cover Image
Is the price of a riskier asset more volatile?
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000801997
Cover Image
Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
Cover Image
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
Cover Image
Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
Cover Image
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
Cover Image
A permanent and transitory component model of stock return volatility
Engle, Robert F.; Lee, Gary G. J. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000877975