Author:
Stoja Evarist,Polanski Arnold,Nguyen Linh
Reference42 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Yakov Amihud;Journal of Financial Markets,2002
2. Realized beta: Persistence and predictability;Torben G Andersen;Advances in Econometrics,2006
3. The cross-section of volatility and expected returns;Andrew Ang;The Journal of Finance,2006
4. Another look at mutual fund performance;Fred D Arditti;Journal of Financial and Quantitative Analysis,1971
5. Portfolio choice and equilibrium in capital markets with safety-first investors;Enrique R Arzac;Journal of Financial Economics,1977