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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Modeling individual US T-bond prices
Tsuda, Hiroshi; Kariya, Takeaki - 1998
Persistent link: https://www.econbiz.de/10000671331
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Three essays on long-run stock market behavior
Reichold, Steffen - 2003
Persistent link: https://www.econbiz.de/10003778912
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Tax clienteles and asset pricing
Dybvig, Philip H. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 751-762
Persistent link: https://www.econbiz.de/10001047815
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The persistence and implied persistence of volatility of stock returns
Mustafa, Chowdhury B. - 1988
Persistent link: https://www.econbiz.de/10000786457
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Essays on stock price volatility tests
Oh, Sekyung - 1988
Persistent link: https://www.econbiz.de/10000786476
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Common risk factors in bank stocks
Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472
Persistent link: https://www.econbiz.de/10003807630
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Further test on stock liquidity risk with a relative measure
Uddin, Md Hamid; Ann, Wong Kie; Eng, Soh Siew - In: The Indian journal of economics 89 (2008) 2, pp. 233-247
Persistent link: https://www.econbiz.de/10003823336