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A neoclassical interpretation of momentum

Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128

Persistent link: https://www.econbiz.de/10010510918

Real and Nominal Equilibrium Yield Curves with Endogenous Inflation : A Quantitative Assessment

Hsu, Alex - 2015

The links between real and nominal bond risk premia and macroeconomic dynamics are explored analytically and quantitatively in a model with nominal rigidities and monetary policy. The interest-rate policy rule becomes a restriction linking real and nominal risk premia through endogenous...

Persistent link: https://www.econbiz.de/10013032008

Does history repeat itself? : business cycle and industry returns

Chava, Sudheer; Hsu, Alex; Zeng, Linghang - In: Journal of monetary economics 116 (2020), pp. 201-218

Persistent link: https://www.econbiz.de/10012495172

Mutual funds and mispriced stocks

Avramov, Doron; Cheng, Si; Hameed, Allaudeen - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2372-2395

Persistent link: https://www.econbiz.de/10012254393

Why do option prices predict stock returns? : the role of price pressure in the stock market

Goncalves-Pinto, Luis; Grundy, Bruce D.; Hameed, Allaudeen - In: Management science : journal of the Institute for … 66 (2020) 9, pp. 3903-3926

Persistent link: https://www.econbiz.de/10012297731

Real and nominal equilibrium yield curves

Hsu, Alex; Li, Erica X. N.; Palomino, Francisco - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1138-1158

Persistent link: https://www.econbiz.de/10012505395

The economics of security analysis

Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186

Persistent link: https://www.econbiz.de/10014469937

Gone with the vol : a decline in asset return predictability during the great moderation

Hsu, Alex; Palomino, Francisco; Qian, Liang - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 3025-3047

Persistent link: https://www.econbiz.de/10014305476