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The volatility effects of nontrading for stock market returns
VanderWeele, Tyler J. - In: Applied financial economics 17 (2007) 13/15, pp. 1037-1041
Persistent link: https://www.econbiz.de/10003590364
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699
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Forecasting asymmetries in aggregate stock market returns : evidence from conditional skewness
Hueng, C. James; McDonald, James B. - In: Journal of empirical finance 12 (2005) 5, pp. 666-685
Persistent link: https://www.econbiz.de/10003190415
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Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.; Stivers, Christopher T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
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Capital structure and stock returns
Welch, Ivo - In: Journal of political economy 112 (2004) 1,1, pp. 106-131
Persistent link: https://www.econbiz.de/10001939832
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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On risk-premia in an economy with stockholders and non-stockholders : a simple explanation of Mehra and Prescott puzzle
Saitō, Makoto - 1992
Persistent link: https://www.econbiz.de/10000855676
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635