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A Bayesian Analysis of Lunar E...
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1
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
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2
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
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3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
6
Global investigation of return
autocorrelation
and its determinants
Jain, Pawan
;
Xue, Wenjun
-
2017
Persistent link: https://www.econbiz.de/10011714586
Saved in:
7
Global investigation of return
autocorrelation
and its determinants
Jain, Pawan
;
Xue, Wenjun
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 200-217
Persistent link: https://www.econbiz.de/10011800703
Saved in:
8
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
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9
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
10
Empirical research on hedge funds : intentional return smoothing,
autocorrelation
and heterogeneity
Bürgi, Anina Cristina
-
2008
Persistent link: https://www.econbiz.de/10003845967
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