2

Interest Rates and Credit Spread Dynamics

Year:
2015
Language:
english
File:
PDF, 1.74 MB
english, 2015
3

Stock returns, dividend yield, and book-to-market ratio

Year:
2007
Language:
english
File:
PDF, 226 KB
english, 2007
4

Aggregate insider trading: Contrarian beliefs or superior information?

Year:
2010
Language:
english
File:
PDF, 244 KB
english, 2010
7

The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles

Year:
2014
Language:
english
File:
PDF, 170 KB
english, 2014
12

The intertemporal risk-return relation: A bivariate model approach

Year:
2014
Language:
english
File:
PDF, 560 KB
english, 2014
14

Equity issues and aggregate market returns under information asymmetry

Year:
2013
Language:
english
File:
PDF, 248 KB
english, 2013
23

Volatility modeling and prediction: the role of price impact

Year:
2019
Language:
english
File:
PDF, 1.40 MB
english, 2019
32

Return dispersion and expected returns

Year:
2010
Language:
english
File:
PDF, 632 KB
english, 2010
36

Corporate Bond Returns and Volatility

Year:
2008
Language:
english
File:
PDF, 172 KB
english, 2008
37

The Intertemporal Risk-Return Relation in the Stock Market

Year:
2009
Language:
english
File:
PDF, 144 KB
english, 2009
40

Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Year:
2012
Language:
english
File:
PDF, 692 KB
english, 2012
41

The Dynamic Relation Between Returns and Idiosyncratic Volatility

Year:
2006
Language:
english
File:
PDF, 670 KB
english, 2006
49

The Dynamic Relation between Returns and Idiosyncratic Volatility

Year:
2006
Language:
english
File:
PDF, 2.63 MB
english, 2006