| 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 |
1 |
2 |
184 |
| Bootstrap tests of multiple inequality restrictions on variance ratios |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
64 |
| Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns |
0 |
1 |
1 |
17 |
2 |
3 |
7 |
74 |
| Component-Driven Regime-Switching Volatility |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
74 |
| Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
18 |
| Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
58 |
| Income Shifting as an Aspect of Tax Avoidance: Evidence from U.S. Multinational Corporations |
0 |
0 |
0 |
8 |
0 |
1 |
5 |
50 |
| Information and volatility linkages in the stock, bond, and money markets |
1 |
1 |
4 |
472 |
2 |
4 |
15 |
1,016 |
| Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
242 |
| It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification |
0 |
1 |
7 |
219 |
1 |
4 |
20 |
491 |
| Linear filtering for asymmetric stochastic volatility models |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
93 |
| Long memory in volatility and trading volume |
0 |
1 |
2 |
45 |
0 |
2 |
7 |
165 |
| Measuring the Predictable Variation in Stock and Bond Returns |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
415 |
| Multivariate Stochastic Volatility Models with Correlated Errors |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
102 |
| Regime-switching factor models in which the number of factors defines the regime |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
92 |
| Short-term reversals, short-term momentum, and news-driven trading activity |
0 |
0 |
3 |
12 |
0 |
0 |
7 |
72 |
| Stochastic Volatility, Trading Volume, and the Daily Flow of Information |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
398 |
| The Economic Value of Volatility Timing |
1 |
1 |
7 |
204 |
1 |
4 |
22 |
568 |
| The Restrictions on Predictability Implied by Rational Asset Pricing Models |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
260 |
| The economic value of volatility timing using "realized" volatility |
13 |
16 |
36 |
658 |
21 |
28 |
63 |
1,369 |
| The specification of GARCH models with stochastic covariates |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
14 |
| The value premium and expected business conditions |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
12 |
| Total Journal Articles |
15 |
21 |
63 |
1,915 |
28 |
54 |
171 |
5,831 |
LogEc is hosted by the
Örebro University School of Business.