4 results
The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 3 / June 2014
- Published online by Cambridge University Press:
- 12 May 2014, pp. 699-724
- Print publication:
- June 2014
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Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 45 / Issue 4 / August 2010
- Published online by Cambridge University Press:
- 02 July 2010, pp. 987-1014
- Print publication:
- August 2010
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Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 41 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 06 April 2009, pp. 381-406
- Print publication:
- June 2006
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Stock Market Uncertainty and the Stock-Bond Return Relation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 06 April 2009, pp. 161-194
- Print publication:
- March 2005
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