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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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Predicting excess stock returns out of sample : can anything beat the historical average?
Campbell, John Y.; Thompson, Samuel B. - In: The review of financial studies 21 (2008) 4, pp. 1509-1531
Persistent link: https://www.econbiz.de/10003765303
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The dog that did not bark : a defense of return predictability
Cochrane, John H. - In: The review of financial studies 21 (2008) 4, pp. 1533-1575
Persistent link: https://www.econbiz.de/10003765307
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The myth of long-horizon predictability
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The review of financial studies 21 (2008) 4, pp. 1577-1605
Persistent link: https://www.econbiz.de/10003765312
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Reconciling the return predictability evidence
Lettau, Martin; Nieuwerburgh, Stijn van - In: The review of financial studies 21 (2008) 4, pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314
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Consumption growth and the time-varying expected stock returns
Møller, Stig Vinther - In: Finance research letters 5 (2008) 3, pp. 129-136
Persistent link: https://www.econbiz.de/10003769867
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Are asset returns predictable from the national accounts?
Lafourcade, Pierre - 2008
Persistent link: https://www.econbiz.de/10003787082
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Dynamic trading strategies and portfolio choice
Bansal, Ravi (contributor); Dahlquist, Magnus (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003771636