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Empirical asset pricing via machine learning
Gu, Shihao; Kelly, Bryan T.; Xiu, Dacheng - In: The review of financial studies 33 (2020) 5, pp. 2223-2273
Persistent link: https://www.econbiz.de/10012244733
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Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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A comprehensive look at the empirical performance of equity premium prediction
Welch, Ivo; Goyal, Amit - In: The review of financial studies 21 (2008) 4, pp. 1455-1508
Persistent link: https://www.econbiz.de/10003765294
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
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Labor income and predictable stock returns
Santos, Tano; Veronesi, Pietro - In: The review of financial studies 19 (2006) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
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International capital markets and foreign exchange risk
Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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Time-varying liquidity risk and the cross section of stock returns
Watanabe, Akiko; Watanabe, Masahiro - In: The review of financial studies 21 (2008) 6, pp. 2449-2486
Persistent link: https://www.econbiz.de/10003805068
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Inflation uncertainty, asset valuations, and the credit spreads puzzle
David, Alexander - In: The review of financial studies 21 (2008) 6, pp. 2487-2534
Persistent link: https://www.econbiz.de/10003805071