Detecting log-periodicity in a regime-switching model of stock returns

By Chang George   Feigenbaum James  

Quantitative Finance, Vol. 8, Iss. 7, 2008-10 ,pp. : 723-738

Routledge Ltd

Access to resources Recommend Favorite

Models for stock returns

By Nadarajah Saralees  

Quantitative Finance, Vol. 12, Iss. 3, 2012-03 ,pp. : 411-424

Routledge Ltd

Access to resources Recommend Favorite

Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30

By Hendricks T.  

Finanzmarkt und Portfolio Management, Vol. 24, Iss. 2, 2010-06 ,pp. : 137-158

Springer Publishing Company

Access to resources Recommend Favorite

Does corporate governance matter for stock returns? Estimating a four-factor asset pricing model including a governance index

By Carvalhal Andre   Nobili Carolina  

Quantitative Finance, Vol. 11, Iss. 2, 2011-02 ,pp. : 247-259

Routledge Ltd

Access to resources Recommend Favorite

A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH

By Bauer Christian  

The European Journal of Finance, Vol. 13, Iss. 1, 2007-01 ,pp. : 65-87

Routledge Ltd

Access to resources Recommend Favorite