The poor predictive performance of asset pricing models

von Simin, Timothy T.
Veröffentlicht in Journal of financial and quantitative analysis (2008)

The market reaction to Federal Reserve policy action from 1989 to 1992

von Reinhart, Vincent
Veröffentlicht in Journal of economics & business (1997)

An empirical analysis of commodity convenience yields

von Dincerler, Cantekin
Veröffentlicht in The quarterly journal of finance (2020)

The information content of a nonlinear macro-finance model for commodity prices

von Khan, Saqib
Veröffentlicht in The review of financial studies (2017)

Spurious regressions in financial economics?

von Ferson, Wayne E.
Veröffentlicht in The journal of finance (2003)

Can growth options explain the trend in idiosyncratic risk?

von Cao, Charles Q.
Veröffentlicht in The review of financial studies (2008)

The alpha factor asset pricing model : a parable

von Ferson, Wayne E.
Veröffentlicht in Journal of financial markets (1999)

Spurious regressions in financial economics?

von Ferson, Wayne E.
Veröffentlicht 2002

Predicting the equity premium with the implied volatility spread

von Cao, Charles Q.
Veröffentlicht in Journal of financial markets (2020)

The decline of informed trading in the equity and options markets

von Cao, Charles Q.
Veröffentlicht in The journal of alternative investments (2018)

Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression

von Ferson, Wayne E.
Veröffentlicht in Journal of financial and quantitative analysis (2008)

Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression

von Ferson, Wayne E.
Veröffentlicht 2006

Predicting the equity premium with the implied volatility spread

von Cao, Charles Q.
Veröffentlicht in Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1 (2024)

Do mutual fund managers time market liquidity?

von Cao, Charles Q.
Veröffentlicht in Journal of financial markets (2013)

Estimating the exchange rate exposure of US multinational firms: evidence from an event study methodology

von Dewenter, Kathryn L.
Veröffentlicht in Risk management (2000)

Bringing leased assets onto the balance sheet

von Cornaggia, Kimberly J.
Veröffentlicht in The journal of corporate finance (2013)

Measuring distress risk : the effect of R&D intensity

von Franzen, Laurel A.
Veröffentlicht in The journal of finance (2007)

Can event study methods solve the currency exposure puzzle?

von Dewenter, Kathryn L.
Veröffentlicht in Pacific-Basin finance journal (2005)

Estimating the exchange rate exposure of US multinationl firms: evidence from an event study methodology

von Dewenter, Kathryn L.
Veröffentlicht in Risk management (2005)