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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institute of Finance and Accounting <London>"
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Christensen, Bent Jesper
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Uppal, Raman
4
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3
Johnson, Timothy C.
3
Lunde, Asger
3
Strunk Hansen, Charlotte
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2
Bisin, Alberto
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1
Başak, Suleyman
1
Bhamra, Harjoat S.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
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1
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Das, Sanjiv R.
1
Dimson, Elroy
1
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Centre for Analytical Finance <Århus>
Institute of Finance and Accounting <London>
National Bureau of Economic Research
1,712
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
C.E.P.R. Discussion Papers
82
Institut für Schweizerisches Bankwesen <Zürich>
54
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48
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47
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42
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40
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
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Agricultural and Applied Economics Association - AAEA
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Springer Fachmedien Wiesbaden
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22
World Bank
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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18
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17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Swiss National Centre of Competence in Research North South <Bern>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
IFA working paper
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ECONIS (ZBW)
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1
Exploiting short-run predictability
Gomes, Francisco J.
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contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
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Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
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3
Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
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4
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
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5
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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6
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
(
contributor
);
Makarov, Igor
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777044
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7
Global evidence on the equity risk premium
Dimson, Elroy
(
contributor
);
Marsh, Paul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776937
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8
Stock market mean reversion and the optimal equity allocation of a long-lived investor
Campbell, John Y.
;
Cocco, João F.
;
Gomes, Francisco J.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700527
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9
How large is the inflation risk premium in the US nominal term structure?
Buraschi, Andrea
(
contributor
);
Jiltsov, Alexei
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700577
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10
Unifying underreaction anomalies
Jackson, Andrew
(
contributor
);
Jackson, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700388
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