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Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
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Macroeconomic factors and the asymmetric predictability of conditional variances
Hasan, Iftekhar - In: European financial management : the journal of the … 4 (1998) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10001245491
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Is the stock market predictable? : Forget autoregressive models ; dividend yield models do have some predictive power
Fuller, Russell J. - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 28-36
Persistent link: https://www.econbiz.de/10001112348
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Trading volume and serial correlation in stock returns
Campbell, John Y. - In: The quarterly journal of economics 108 (1993) 4, pp. 905-939
Persistent link: https://www.econbiz.de/10001151036
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Another look on bond market seasonality : a note
Chan, Kam C. - In: Journal of banking & finance 19 (1995) 6, pp. 1047-1054
Persistent link: https://www.econbiz.de/10001187933
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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On risk-premia in an economy with stockholders and non-stockholders : a simple explanation of Mehra and Prescott puzzle
Saitō, Makoto - 1992
Persistent link: https://www.econbiz.de/10000855676
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580