| 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 |
2 |
9 |
193 |
| A closer look at the regime-switching evidence of bull and bear markets |
0 |
2 |
10 |
16 |
13 |
66 |
109 |
124 |
| Bootstrap tests of multiple inequality restrictions on variance ratios |
0 |
0 |
0 |
14 |
0 |
1 |
5 |
69 |
| Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns |
0 |
2 |
4 |
21 |
2 |
8 |
23 |
97 |
| Component-Driven Regime-Switching Volatility |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
77 |
| Estimating the Cost‐of‐Equity Capital Using Empirical Asset Pricing Models |
0 |
0 |
0 |
5 |
0 |
2 |
5 |
23 |
| Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests |
0 |
1 |
1 |
24 |
1 |
6 |
13 |
71 |
| Income Shifting as an Aspect of Tax Avoidance: Evidence from U.S. Multinational Corporations |
0 |
0 |
0 |
8 |
0 |
4 |
12 |
62 |
| Information and volatility linkages in the stock, bond, and money markets |
0 |
0 |
5 |
477 |
3 |
11 |
30 |
1,046 |
| Information, Trading, and Volatility: Evidence from Weather‐Sensitive Markets |
0 |
0 |
1 |
42 |
0 |
2 |
10 |
252 |
| It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification |
1 |
4 |
7 |
226 |
1 |
12 |
34 |
525 |
| Linear filtering for asymmetric stochastic volatility models |
0 |
0 |
0 |
11 |
0 |
2 |
6 |
99 |
| Long memory in volatility and trading volume |
0 |
0 |
0 |
45 |
1 |
3 |
13 |
178 |
| Measuring the Predictable Variation in Stock and Bond Returns |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
421 |
| Multivariate Stochastic Volatility Models with Correlated Errors |
0 |
0 |
0 |
28 |
1 |
7 |
16 |
118 |
| Regime-switching factor models in which the number of factors defines the regime |
0 |
0 |
0 |
30 |
0 |
2 |
10 |
102 |
| Short-term reversals, short-term momentum, and news-driven trading activity |
0 |
1 |
3 |
15 |
4 |
22 |
38 |
110 |
| Stochastic Volatility, Trading Volume, and the Daily Flow of Information |
0 |
0 |
0 |
104 |
2 |
5 |
12 |
410 |
| The Economic Value of Volatility Timing |
1 |
1 |
2 |
206 |
3 |
9 |
22 |
590 |
| The Restrictions on Predictability Implied by Rational Asset Pricing Models |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
271 |
| The economic value of volatility timing using "realized" volatility |
9 |
9 |
17 |
675 |
18 |
24 |
53 |
1,422 |
| The specification of GARCH models with stochastic covariates |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
19 |
| The value premium and expected business conditions |
0 |
0 |
0 |
3 |
1 |
3 |
9 |
21 |
| Using Daily Stock Returns to Estimate the Unconditional and Conditional Variances of Lower-Frequency Stock Returns |
0 |
0 |
1 |
1 |
0 |
2 |
13 |
13 |
| Volatility Shocks, Leverage Effects, and Time-Varying Conditional Skewness |
0 |
1 |
2 |
2 |
0 |
2 |
9 |
10 |
| Total Journal Articles |
11 |
21 |
53 |
1,974 |
50 |
198 |
476 |
6,323 |
LogEc is hosted by the
Örebro University School of Business.