C12 - Hypothesis Testing

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-7 of 7 total displayed.

Most recent content

Articles
The Myth of Long-Horizon Predictability

Jacob Boudoukh, Matthew Richardson, and Robert F. Whitelaw
Rev. Financ. Stud. 2008; 21: 1577-1605. [Abstract] [Full text] [PDF]  

Past content

Articles
Detecting ARCH Effects in Non-Gaussian Time Series

Burkhard Raunig
J. Financial Econometrics 2008; 6: 271-289. [Abstract] [Full text] [PDF]  

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
Stock Return Predictability: Is it There?

Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707. [Abstract] [Full text] [PDF]  

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]  

Articles
Power and Bipower Variation with Stochastic Volatility and Jumps

Ole E. Barndorff-Nielsen and Neil Shephard
J. Financial Econometrics 2004; 2: 1-37. [Abstract] [Full text] [PDF]  

Articles
Analytical GMM tests: asset pricing with time-varying risk premiums

G Zhou
Rev. Financ. Stud. 1994; 7: 687-709. [Abstract] [PDF]