| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
85 |
| A rational pricing explanation for the failure of CAPM |
0 |
0 |
2 |
239 |
1 |
9 |
15 |
915 |
| A simple model of limited stock market participation |
1 |
1 |
1 |
36 |
2 |
3 |
5 |
113 |
| Accruals and the Conditional Equity Premium |
0 |
0 |
0 |
17 |
0 |
7 |
10 |
98 |
| Are investors more risk-averse during recessions? |
0 |
0 |
0 |
32 |
1 |
6 |
8 |
102 |
| Average Idiosyncratic Volatility in G7 Countries |
0 |
0 |
0 |
32 |
1 |
3 |
9 |
130 |
| DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY |
0 |
0 |
0 |
18 |
2 |
4 |
13 |
109 |
| Does stock market volatility forecast returns? |
0 |
0 |
0 |
76 |
0 |
1 |
4 |
202 |
| Expected stock market returns and business investment |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
126 |
| Forecasting foreign exchange rates using idiosyncratic volatility |
0 |
0 |
0 |
62 |
3 |
5 |
8 |
219 |
| Foreign Exchange Volatility Is Priced in Equities |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
131 |
| Foreign exchange rates are predictable! |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
152 |
| Higher risk does bring higher returns in stock markets worldwide |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
82 |
| IPO First-Day Return and Ex Ante Equity Premium |
0 |
0 |
0 |
45 |
0 |
3 |
6 |
160 |
| Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns |
0 |
0 |
0 |
143 |
1 |
4 |
15 |
455 |
| International transmission of inflation among G-7 countries: A data-determined VAR analysis |
0 |
0 |
0 |
50 |
1 |
4 |
7 |
260 |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
0 |
0 |
0 |
41 |
0 |
4 |
9 |
157 |
| Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence |
0 |
0 |
0 |
50 |
0 |
11 |
14 |
200 |
| Limited Stock Market Participation and Asset Prices in a Dynamic Economy |
0 |
0 |
0 |
18 |
1 |
3 |
8 |
98 |
| Oil price volatility and U.S. macroeconomic activity |
0 |
1 |
5 |
332 |
2 |
10 |
25 |
1,061 |
| On the Out-of-Sample Predictability of Stock Market Returns |
0 |
1 |
3 |
494 |
0 |
4 |
16 |
1,300 |
| Reading inflation expectations from CPI futures |
0 |
0 |
0 |
106 |
0 |
3 |
3 |
294 |
| Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns |
0 |
0 |
0 |
55 |
0 |
2 |
3 |
291 |
| Stock market dispersion and unemployment |
0 |
0 |
0 |
43 |
1 |
2 |
4 |
139 |
| Stock market returns, volatility, and future output |
0 |
1 |
4 |
321 |
0 |
7 |
18 |
1,051 |
| Stock market volatility: reading the meter |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
376 |
| Stock prices, firm size, and changes in the federal funds rate target |
0 |
0 |
0 |
66 |
0 |
3 |
7 |
193 |
| Stockholding is still highly concentrated |
0 |
0 |
1 |
5 |
0 |
6 |
8 |
74 |
| The Risk‐Return Relation in International Stock Markets |
0 |
0 |
0 |
48 |
0 |
19 |
23 |
148 |
| The less volatile U.S. economy |
0 |
0 |
0 |
16 |
0 |
2 |
5 |
78 |
| Time-varying risk premia and the cross section of stock returns |
0 |
0 |
0 |
44 |
0 |
4 |
12 |
166 |
| Uncovering the Risk–Return Relation in the Stock Market |
0 |
0 |
2 |
412 |
0 |
1 |
7 |
1,473 |
| Volatile firms, stable economy |
0 |
0 |
0 |
6 |
0 |
5 |
7 |
79 |
| Why are stock market returns correlated with future economic activities? |
0 |
0 |
0 |
132 |
0 |
2 |
5 |
497 |
| Why do stock prices react to the Fed? |
0 |
0 |
1 |
29 |
0 |
2 |
3 |
104 |
| Total Journal Articles |
1 |
4 |
19 |
3,109 |
17 |
147 |
293 |
11,118 |
LogEc is hosted by the
Örebro University School of Business.