Works matching IS 00221090 AND DT 2010 AND VI 45 AND IP 4
Results: 10
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 987, doi. 10.1017/S0022109010000384
- Publication type:
- Article
Longer-Term Time-Series Volatility Forecasts.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 1055, doi. 10.1017/S0022109010000372
- Publication type:
- Article
Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 1015, doi. 10.1017/S0022109010000360
- Publication type:
- Article
Rational Cross-Sectional Differences in Market Efficiency: Evidence from Mutual Fund Returns.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 847, doi. 10.1017/S0022109010000359
- Publication type:
- Article
Estimating the Equity Premium.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 813, doi. 10.1017/S0022109010000347
- Publication type:
- Article
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 959, doi. 10.1017/S0022109010000335
- Publication type:
- Article
Stock Returns and the Volatility of Liquidity.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 1077, doi. 10.1017/S0022109010000323
- Publication type:
- Article
Idiosyncratic Risk, Long-Term Reversal, and Momentum.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 883, doi. 10.1017/S0022109010000311
- Publication type:
- Article
Behavioral and Rational Explanations of Stock Price Performance around SEOs: Evidence from a Decomposition of Market-to-Book Ratios.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 935, doi. 10.1017/S002210901000030X
- Publication type:
- Article
Arbitrage Risk and Stock Mispricing.
- Published in:
- Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 4, p. 907, doi. 10.1017/S0022109010000293
- Publication type:
- Article