Access Statistics for Chris Kirby

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility 0 0 0 0 0 0 1 174
Bootstrap tests of multiple inequality restrictions on variance ratios 0 0 0 14 1 1 2 63
Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns 0 2 9 9 0 3 29 36
Component-Driven Regime-Switching Volatility 0 0 0 17 0 0 3 69
Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models 1 1 2 2 1 2 4 6
Income Shifting as an Aspect of Tax Avoidance: Evidence from U.S. Multinational Corporations 0 0 1 5 0 1 10 32
Information and volatility linkages in the stock, bond, and money markets 1 5 28 411 4 16 62 853
Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets 0 0 2 40 0 1 12 230
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification 0 0 10 196 1 3 23 416
Linear filtering for asymmetric stochastic volatility models 0 0 0 11 0 0 1 87
Long memory in volatility and trading volume 0 1 3 41 0 1 11 144
Measuring the Predictable Variation in Stock and Bond Returns 0 0 0 0 0 0 7 404
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 1 25 0 2 5 93
Regime-switching factor models in which the number of factors defines the regime 0 0 0 29 0 0 3 88
Stochastic Volatility, Trading Volume, and the Daily Flow of Information 0 1 4 104 0 1 10 389
The Economic Value of Volatility Timing 0 1 8 166 2 11 28 457
The Restrictions on Predictability Implied by Rational Asset Pricing Models 0 0 0 2 2 3 8 244
The economic value of volatility timing using "realized" volatility 2 4 27 517 4 10 65 1,065
The specification of GARCH models with stochastic covariates 0 0 0 2 0 0 1 10
The value premium and expected business conditions 0 0 0 0 0 2 3 3
Total Journal Articles 4 15 95 1,591 15 57 288 4,863


Statistics updated 2020-09-04