4

Estimating the Cost-of-Equity Capital Using Empirical Asset Pricing Models

Year:
2018
Language:
english
File:
PDF, 566 KB
english, 2018
6

Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests

Year:
2019
Language:
english
File:
PDF, 2.11 MB
english, 2019
9

The Economic Value of Volatility Timing

Year:
2001
Language:
english
File:
PDF, 761 KB
english, 2001
10

The Restrictions on Predictability Implied by Rational Asset Pricing Models

Year:
1998
Language:
english
File:
PDF, 983 KB
english, 1998
13

Long memory in volatility and trading volume

Year:
2011
Language:
english
File:
PDF, 273 KB
english, 2011
17

Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets

Year:
2006
Language:
english
File:
PDF, 343 KB
english, 2006
19

Estimating the Cost of Equity Capital Using Empirical Asset Pricing Models

Year:
2015
Language:
english
File:
PDF, 860 KB
english, 2015
21

Measuring the Predictable Variation in Stock and Bond Returns

Year:
1997
Language:
english
File:
PDF, 3.91 MB
english, 1997
25

Book Reviews

Year:
2003
Language:
english
File:
PDF, 686 KB
english, 2003
26

The Economic Value of Volatility Timing

Year:
2001
Language:
english
File:
PDF, 839 KB
english, 2001
28

Discrete stochastic autoregressive volatility

Year:
2014
Language:
english
File:
PDF, 713 KB
english, 2014
36

Linear Filtering for Asymmetric Stochastic Volatility Models

Year:
2005
Language:
english
File:
PDF, 213 KB
english, 2005
42

Component-Driven Regime-Switching Volatility

Year:
2012
Language:
english
File:
PDF, 605 KB
english, 2012