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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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The asymmetric effect of the business cycle on the equity premium
Smith, Peter N. (contributor); Sorensen, Steffen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003466750
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Financially constrained stock returns
Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003384284
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The accrual anomaly : exploring the optimal investment hypothesis
Wu, Jin; Zhang, Lu; Zhang, X. Frank - 2007
Persistent link: https://www.econbiz.de/10003574449
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The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812
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A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn; Smith, Peter N.; Wickens, … - 2011
Persistent link: https://www.econbiz.de/10009381294
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Carry and trend following returns in the foreign exchange market
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531060
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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531062
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Durable consumption, long-run risk and the equity premium
Guo, Na; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728052
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Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728053