Jack W. Wilson

North Carolina State University - Department of Business Management

Professor

32A Nelson Hall

P.O. Box 7229

Raleigh, NC 27695

United States

SCHOLARLY PAPERS

6

DOWNLOADS

340

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Using the Supply Side Approach to Understand and Estimate Stock Returns

Journal of Portfolio Management, Forthcoming
Number of pages: 25 Posted: 06 Jun 2006
Charles P. Jones and Jack W. Wilson
North Carolina State University - Department of Business Management and North Carolina State University - Department of Business Management
Downloads 303 (122,676)

Abstract:

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supply side model, stock market returns, market forecasts

The Impact of Inflation Measures on the Real Returns and Risk of U.S. Stocks

Financial Review, Vol. 41, No. 1, pp. 77-94, February 2006
Number of pages: 18 Posted: 20 Nov 2006
Charles P. Jones and Jack W. Wilson
North Carolina State University - Department of Business Management and North Carolina State University - Department of Business Management
Downloads 37 (533,962)
Citation 2
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The Impact of Inflation Measures on the Real Returns and Risk of U.S. Stocks

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Charles P. Jones and Jack W. Wilson
North Carolina State University - Department of Business Management and North Carolina State University - Department of Business Management

Abstract:

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inflation, real returns, consumer price index, inflation-adjusted stock returns, inflation-adjusted wealth

3.

Analyzing Stock Market Volatility Using Extreme-Day Measures

Posted: 20 Mar 2004
Charles P. Jones, Mark D. Walker and Jack W. Wilson
North Carolina State University - Department of Business Management, North Carolina State University and North Carolina State University - Department of Business Management

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Volatility, standard deviation, normality

4.

The Changing Nature of Stock and Bond Volatility

Posted: 14 Feb 2004
Charles P. Jones and Jack W. Wilson
North Carolina State University - Department of Business Management and North Carolina State University - Department of Business Management

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Portfolio Management, asset allocation

5.

Stochastic Properties of Time-Averaged Financial Data: Explanation and Empirical Demonstration Using Monthly Stock Prices

Posted: 13 Sep 2002
North Carolina State University - Department of Business Management, North Carolina State University - Department of Business Management and Northern Illinois University

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6.

An Analysis of the S&P 500 Index and Cowles's Extensions: Price Indexes and Stock Returns, 1870-1999

The Journal of Business, Vol. 75, No. 3, July 2002
Posted: 04 Sep 2002
Jack W. Wilson and Charles P. Jones
North Carolina State University - Department of Business Management and North Carolina State University - Department of Business Management

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