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Cross-sectional return dispersion and the equity premium
Maio, Paulo - In: Journal of financial markets 29 (2016), pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
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Economic activity and momentum profits : further evidence
Maio, Paulo; Philip, Dennis - In: Journal of banking & finance 88 (2018), pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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Multifactor models and their consistency with the ICAPM
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial economics 106 (2012) 3, pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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ICAPM and the accruals anomaly
Guo, Hui; Maio, Paulo - In: The quarterly journal of finance 10 (2020) 3, pp. 1-48
Persistent link: https://www.econbiz.de/10012627377
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Asset pricing implications of money : new evidence
Maio, Paulo; Silva, André C. - In: Journal of banking & finance 120 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012521478
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What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Cooper, Ilan; Ma, Liang; Maio, Paulo - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 73-118
Persistent link: https://www.econbiz.de/10012819566