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1. Risk-return trade-off for European stock markets. (2016). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios.
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2. Risk-Return Trade-Off for European Stock Markets. (2015). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios.
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   RePEc:urv:wpaper:2072/246967.

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3. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro.
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   RePEc:igi:igierp:565.

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4. Intertemporal risk–return relationships in bull and bear markets. (2015). Lee, Wei-Ming ; Wu, Shue-Jen .
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

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5. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?. (2015). Guidolin, Massimo ; Bernales, Alejandro.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:26:y:2015:i:c:p:1-37.

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6. Modelling stock return volatility dynamics in selected African markets. (2015). Botha, Ferdi ; King, Daniel.
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7. An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries. (2013). Hsueh, Paul L. ; Chang, Chiu-Lan.
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   RePEc:mes:emfitr:v:49:y:2013:i:s4:p:53-69.

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8. SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS. (2013). Van Keilegom, Ingrid ; Escanciano, Juan Carlos ; JuanCarlosPardo-FernandezAuthor-X-Name-First: Juan, ; Juan Carlos Escanciano Author-X-Name-First: Juan C, ; IngridVanKeilegomAuthor-X-Name-First: IngridAuthor, .
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9. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
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10. Payout yield, risk, and mispricing: A Bayesian analysis. (2012). Shanken, Jay ; Tamayo, Ane.
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11. Earnings dispersion and aggregate stock returns. (2012). Jørgensen, Bjørn ; Li, Jing ; Sadka, Gil ; Jorgensen, Bjorn.
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12. Are There Bubbles in the Art Market? The Detection of Bubbles when Fair Value is Unobservable. (2012). Satchell, Stephen ; Srivastava, Nandini.
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13. The intertemporal capital asset pricing model with dynamic conditional correlations. (2010). Engle, Robert ; Bali, Turan G..
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14. Asset Return Dynamics under Bad Environment Good Environment Fundamentals. (2009). Engstrom, Eric ; Bekaert, Geert.
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15. The Intertemporal Relation between Expected Return and Risk on Currency. (2009). Yilmaz, Kamil ; Bali, Turan .
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16. The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst .
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17. Risk, uncertainty, and asset prices. (2009). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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18. Consistent estimation of the risk-return tradeoff in the presence of measurement error. (2009). LINTON, OLIVER ; Ghosh, Anisha.
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19. Multifrequency jump-diffusions: An equilibrium approach. (2008). Fisher, Adlai ; Calvet, Laurent.
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20. Is Volatility Priced?. (2008). Lin, Yueh-Neng ; Hung, Ken.
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21. Pricing Volatility of Stock Returns with Volatile and Persistent Components. (2008). Zhu, Jie.
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22. Multifrequency news and stock returns. (2007). Fisher, Adlai ; Calvet, Laurent.
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23. The risk return tradeoff in the long run: 1836-2003. (2007). Lundblad, Christian.
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24. Temporal Aggregation and Risk-Return Relation. (2007). Jin, Xing ; Wang, Leping ; Yu, Jun.
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25. Procyclicality of Financial and Real Sector in Transition Economies. (2006). Festi, Mejra.
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26. Investor risk premia and real macroeconomic fluctuations. (2006). Fuerst, Michael E..
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27. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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28. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
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29. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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30. Turnover and return in global stock markets. (2005). Dey, Malay K..
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31. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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32. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
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33. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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34. Macroeconomic Factors and the Correlation of Stock and Bond Returns. (2003). Li, Lingfeng.
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35. Volatility and liquidity in the Italian money market. (2003). Palombini, Edgardo.
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36. The Equity Premium: Why is it a Puzzle?. (2003). Mehra, Rajnish.
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37. Option prices under Bayesian learning: implied volatility dynamics and predictive densities. (2003). Timmermann, Allan ; Guidolin, Massimo.
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38. Stock market volatility, excess returns, and the role of investor sentiment. (2002). Lee, Wayne Y. ; Indro, Daniel C. ; Jiang, Christine X..
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39. Volatility and stock prices: implications from a production model of asset pricing. (2001). Basu, Parantap ; Samanta, Prodyot.
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40. The microstructure of the Chinese stock market. (2000). Xu, Cheng Kenneth.
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41. A nonparametric investigation of the 90-day t-bill rate. (1997). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph.
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42. Macroeconomic uncertainty and the risk premium in the foreign exchange market1. (1997). Hu, Xiaoqiang.
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