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Time series properties of stock returns
Jacobsen, Ben - 1997
Persistent link: https://www.econbiz.de/10004277447
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An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence
Marquering, Wessel A.; Verbeek, Marno - 1998
Persistent link: https://www.econbiz.de/10000674756
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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
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The friday effect in European securitized real estate index returns
Lenkkeri, Veera; Marquering, Wessel A.; … - In: The journal of real estate finance and economics 33 (2006) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10003333538
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Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
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REIT momentum and the performance of real estate mutual funds
Derwall, Jeroen; Huij, Joop; Brounen, Dirk; Marquering, … - In: Financial analysts' journal : FAJ 65 (2009) 5, pp. 24-34
Persistent link: https://www.econbiz.de/10003891687
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Macroeconomic announcements and asymmetric volatility in bond returns
Goeij, Peter de; Marquering, Wessel A. - In: Journal of banking & finance 30 (2006) 10, pp. 2659-2680
Persistent link: https://www.econbiz.de/10003376418
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Disappearing anomalies : a dynamic analysis of the persistence of anomalies
Marquering, Wessel A.; Nisser, Johan; Valla, Toni - In: Applied financial economics 16 (2006) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10003289217
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de; Marquering, Wessel A. - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 531-564
Persistent link: https://www.econbiz.de/10002349838
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429
Persistent link: https://www.econbiz.de/10002103735