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Understanding stock return predictability
Guo, Hui (contributor); Savickas, Robert (contributor) - 2006 - Rev.
Persistent link: https://www.econbiz.de/10003739712
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
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Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
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Do consumption-based asset pricing models explain return predictability?
Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027
Persistent link: https://www.econbiz.de/10003377861
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Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Guo, Hui; Savickas, Robert - In: Journal of banking & finance 34 (2010) 7, pp. 1637-1649
Persistent link: https://www.econbiz.de/10008649421
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Understanding stock return predictability
Guo, Hui; Savickas, Robert - 2007
Persistent link: https://www.econbiz.de/10003617807
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Viewpoint: estimating the equity premium
Campbell, John Y. - In: The Canadian journal of economics 41 (2008) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003679907
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Essays on consumption and expected returns
Yogo, Motohiro - 2004
Persistent link: https://www.econbiz.de/10003387664
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Predicting stock returns
Avramov, Doron; Chordia, Tarun - In: Journal of financial economics 82 (2006) 2, pp. 387-415
Persistent link: https://www.econbiz.de/10003387869
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Econometric studies of stock market behaviour
Reng Rasmussen, Anne-Sofie - 2007
Persistent link: https://www.econbiz.de/10003517316