2

Sources of momentum profits in international stock markets

Year:
2014
Language:
english
File:
PDF, 209 KB
english, 2014
3

Time-varying expected momentum profits

Year:
2014
Language:
english
File:
PDF, 2.13 MB
english, 2014
6

Price volatility and futures margins

Year:
1996
Language:
english
File:
PDF, 1.58 MB
english, 1996
7

Future labor income growth and the cross-section of equity returns

Year:
2011
Language:
english
File:
PDF, 512 KB
english, 2011
9

The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

Year:
1995
Language:
english
File:
PDF, 854 KB
english, 1995
11

Evaluating asset pricing models in the Korean stock market

Year:
2012
Language:
english
File:
PDF, 332 KB
english, 2012
12

Structural change and time dependence in models of stock returns

Year:
1999
Language:
english
File:
PDF, 241 KB
english, 1999
22

Sequential parameter nonstationarity in stock market returns

Year:
1996
Language:
english
File:
PDF, 1.52 MB
english, 1996
23

The extent of nonstationarity of beta

Year:
1993
Language:
english
File:
PDF, 714 KB
english, 1993
27

Accruals Quality, Stock Returns, and Macroeconomic Conditions

Year:
2010
Language:
english
File:
PDF, 623 KB
english, 2010
29

On the Information Uncertainty Risk and the January Effect*

Year:
2006
Language:
english
File:
PDF, 171 KB
english, 2006
31

A Bayesian Significance Test of the Stationarity of Regression Parameters

Year:
1991
Language:
english
File:
PDF, 970 KB
english, 1991
32

Alternative Models for the Conditional Heteroscedasticity of Stock Returns

Year:
1994
Language:
english
File:
PDF, 3.38 MB
english, 1994
37

Bank funding structure and lending under liquidity shocks: Evidence from Korea

Year:
2015
Language:
english
File:
PDF, 401 KB
english, 2015
39

A Bayesian significance test of the stationarity of regression parameters

Year:
1991
Language:
english
File:
PDF, 462 KB
english, 1991
47

Observation of thermal quench induced by runaway electrons in magnetic perturbation

Year:
2018
Language:
english
File:
PDF, 3.07 MB
english, 2018
50

Investor Sentiment from Internet Message Postings and Predictability of Stock Returns

Year:
2014
Language:
english
File:
PDF, 1.43 MB
english, 2014