Author:
Fan Gang-Zhi,Huszár Zsuzsa R.,Zhang Weina
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference45 articles.
1. Aguerrevere, F. L. (2003). Equilibrium investment strategies and output price behavior: a real-options approach. The Review of Financial Studies, 16(4), 1239–1272.
2. Ambrose, B. W. (2005). Forced development and urban land prices. Journal of Real Estate Finance and Economics, 30(3), 245–265.
3. Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (1999). (Understanding, optimizing, using and forecasting) realized volatility and correlation. Working paper. Published in revised form as “Great realization”, Risk, March 2000, 105–108.
4. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross-section of volatility and expected returns. Journal of Finance, 51, 259–299.
5. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2008). High idiosyncratic volatility and low returns: international and further U.S. evidence. Journal of Financial Economics, 91(1), 1–23.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献