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Conditional mean-variance efficiency of the US stock market
Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1989
Persistent link: https://www.econbiz.de/10000762682
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Conditional mean-variance efficiency of the US stock market
Engel, Charles (contributor) - 1989
Persistent link: https://www.econbiz.de/10000123783
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Performance evaluation with transactions data : the stock selection of investment newsletters
Metrick, Andrew - 1998
Persistent link: https://www.econbiz.de/10000673931
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Cross-border valuation : the international cost of equitiy capital
Bodnar, Gordon M. (contributor); Dumas, Bernard (contributor) - 2003 - 4. draft, July 9, 2003
Persistent link: https://www.econbiz.de/10003732475
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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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Three essays on long-run stock market behavior
Reichold, Steffen - 2003
Persistent link: https://www.econbiz.de/10003778912
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Stock market optimism and participation cost: a mean-variance estimation
Paiella, Monica; Tiseno, Andrea - 2005
Persistent link: https://www.econbiz.de/10003321887
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Asset pricing models and financial markt anomalies
Avramov, Doron; Chordia, Tarun - In: The review of financial studies 19 (2006) 3, pp. 1001-1040
Persistent link: https://www.econbiz.de/10003358402
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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