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Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian; Semenischev, Michael; Thimme, Julian - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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Risk premium contributions of the Fama and French mimicking factors
Bank, Matthias; Insam, Franz - In: Finance research letters 29 (2019), pp. 347-356
Persistent link: https://www.econbiz.de/10012419218
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Asset pricing in an Islamic economy
Hammami, Yacine - In: Applied economics 52 (2020) 29, pp. 3106-3122
Persistent link: https://www.econbiz.de/10012258818
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Predicting firm level stock returns : implications for asset pricing and economic links
McMillan, David G. - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 333-351
Persistent link: https://www.econbiz.de/10012058758
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Unemployment fluctuations and the predictability of currency returns
Nucera, Federico - In: Journal of banking & finance 84 (2017), pp. 88-106
Persistent link: https://www.econbiz.de/10011816838
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Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
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Asset Pricing with Adaptive Learning
Carceles-Poveda, Eva; Giannitsarou, Chryssi - In: Review of Economic Dynamics 11 (2008) 3, pp. 629-651
contribute towards explaining the stock price and return volatility as well as the predictability of excess returns in the …
Persistent link: https://www.econbiz.de/10005069685
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The potential effect of US baby-boom retirees on stock returns
Kedar-Levy, Haim - In: The North American Journal of Economics and Finance 30 (2014) C, pp. 106-121
Empirical studies demonstrated that US baby boomers consumption and savings patterns have affected economic aggregates over the past decades, among them equity returns. Boomers’ retirement is expected to mitigate the demand for equities until 2050, but its impact varies with the specific...
Persistent link: https://www.econbiz.de/10011117741
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Asset Pricing with Adaptive Learning
Carceles-Poveda, Eva; Giannitsarou, Chryssi - C.E.P.R. Discussion Papers - 2007
gain learning may contribute towards explaining the stock price and return volatility as well as the predictability of …
Persistent link: https://www.econbiz.de/10005789201
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An Interactive Space as a Creature: Mechanisms of Agency Attribution and Autotelic Experience
Bernardet, Ulysses; Aleixandri, Jaume Subirats; … - In: International Journal of Virtual and Augmented Reality … 1 (2017) 1, pp. 1-15
puts the predictability of the human-artifact interaction at the center of the attribution of agency and experience of … “flow.” They empirically explored three modes of interaction that differed in the level of predictability of the interactive … space's behavior. The results of the authors' study give support to the notion that there is a sweet spot of predictability …
Persistent link: https://www.econbiz.de/10012048547