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Asset return predictability in a heterogeneous agent equilibrium model
Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - 2015
Persistent link: https://www.econbiz.de/10010482998
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Institutional trade persistence and long-term equity returns
Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2007
Persistent link: https://www.econbiz.de/10003515861
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Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002647325
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What explains the lagged investment effect?
Eberly, Janice C.; Rebelo, Sérgio; Vincent, Nicolas - 2011
empirically more important than the cash-flow and Q effects combined. We show that the specification of investment adjustment …
Persistent link: https://www.econbiz.de/10008989403
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Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David - 2001
Persistent link: https://www.econbiz.de/10013423389
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sergio; Massa, Massimo - 2016
Persistent link: https://www.econbiz.de/10011544509
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Momentum trading, return chasing, and predictable chrashes
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014
Persistent link: https://www.econbiz.de/10010440192
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Investor sophistication and capital income inequality
Kacperczyk, Marcin; Nosal, Jaromir; Stevens, Luminita - 2018
Persistent link: https://www.econbiz.de/10011915877
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Stock and bond returns with moody investors
Bekaert, Geert; Engstrom, Eric; Grenadier, Steven R. - 2004
Persistent link: https://www.econbiz.de/10002200413
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Dispersion of opinion and stock returns
Goetzmann, William N.; Massa, Massimo - 2005
Persistent link: https://www.econbiz.de/10002589631