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1
The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor
Madsen, Jakob Brøchner
;
Dzhumashev, Ratbek
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 683-694
Persistent link: https://www.econbiz.de/10009532067
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2
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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3
Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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4
The conditional influence of term spread and pattern changes on future equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 913-923
Persistent link: https://www.econbiz.de/10010399538
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5
Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md.
;
Docherty, Paul
;
Shamsuddin, Abul
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3005-3020
Persistent link: https://www.econbiz.de/10010418172
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6
A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco
;
Marotta, Giuseppe
;
Torricelli, …
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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7
A variance equality test of the ICAPM on Philippine stocks : post-Asian financial crisis period
Aquino, Rodolfo Q.
- In:
Applied economics
38
(
2006
)
3
,
pp. 353-362
Persistent link: https://www.econbiz.de/10003295047
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8
Market returns and risk factors for the emerging economies
Talukdar, Bakhtear
;
Parhizgari, Ali M.
- In:
Applied economics
52
(
2020
)
48
,
pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
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9
Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Gunaydin, A. Doruk
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
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10
Are U.S. growth and value stocks similarly integrated with the world markets? : a test across business cycles
Rana, Shailesh
;
Phillips, G. Michael
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5168-5185
Persistent link: https://www.econbiz.de/10011645069
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