Similar Search Results - EconBiz

Dispersion and volatility in stock returns : an empirical investigation

Campbell, John Y.; Lettau, Martin - 1999

Persistent link: https://www.econbiz.de/10001390215

Dispersion and Volatility in Stock Returns : An Empirical Investigation

Campbell, John Y. - 1999

This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the...

Persistent link: https://www.econbiz.de/10012471650

Dispersion and Volatility in Stock Returns : an Empirical Investigation

Lettau, Martin - 2010

This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the...

Persistent link: https://www.econbiz.de/10012763830

DISPERSION AND VOLATILITY IN STOCK RETURNS: AN EMPIRICAL INVESTIGATION

Campbell, John Y.; Lettau, Martin - 1999

Persistent link: https://www.econbiz.de/10006988270

Dispersion and volatility in stock returns : an empirical investigation

Campbell, John Y. - 1998

Persistent link: https://www.econbiz.de/10013422598

Dispersion and Volatility in Stock Returns: An Empirical Investigation

Campbell, John Y.; Lettau, Martin - National Bureau of Economic Research (NBER) - 1999

This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the...

Persistent link: https://www.econbiz.de/10005575709

Small levels of predictabilty and large economic gains

Xu, Yexiao - In: Journal of empirical finance 11 (2004) 2, pp. 247-275

Persistent link: https://www.econbiz.de/10001981333

Biases in using Jensen's alpha

Xu, Yexiao - In: Advances in investment analysis and portfolio … 8 (2001), pp. 161-181

Persistent link: https://www.econbiz.de/10001640881

Unique symptoms of Japanese stagnation : an equity market perspective

Hamao, Yasushi; Mei, Jianping; Xu, Yexiao - In: Journal of money, credit and banking : JMCB 39 (2007) 4, pp. 901-923

Persistent link: https://www.econbiz.de/10003483257

Dividend distributions and closed-end fund discounts

Day, Theodore E.; Li, George Z.; Xu, Yexiao - In: Journal of financial economics 100 (2011) 3, pp. 579-593

Persistent link: https://www.econbiz.de/10009242049

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