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The predictability of KLSE CI stock index futures returns and the conditional multifactor APT model
Ford, James L.; Pok, Wee Ching; Poshakwale, Sunil S. - 2006
Persistent link: https://www.econbiz.de/10003349102
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Volatility spreads and expected stock returns
Bali, Turan G.; Hovakimian, Armen - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Econometric studies of stock market behaviour
Reng Rasmussen, Anne-Sofie - 2007
Persistent link: https://www.econbiz.de/10003517316
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel - 2010
Persistent link: https://www.econbiz.de/10009550957
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Relative valuation and analyst target price forecasts
Da, Zhi; Schaumburg, Ernst - In: Journal of financial markets 14 (2011) 1, pp. 161-192
Persistent link: https://www.econbiz.de/10009267075
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Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu; Zhu, Hongquan - In: China finance review international 5 (2015) 4, pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816