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The risk premia embedded in index options

Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584

Persistent link: https://www.econbiz.de/10011480313

Energy markets and global economic conditions

Baumeister, Christiane; Korobilis, Dimitris; Lee, Thomas - 2020

This paper evaluates alternative indicators of global economic activity and other market fundamentals in terms of their usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of the most useful indicators that has been...

Persistent link: https://www.econbiz.de/10012213172

Forecasting metal prices : do forecasters herd?

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Journal of banking & finance 37 (2013) 1, pp. 150-158

Persistent link: https://www.econbiz.de/10009675548

Juicing the dividend yield : mutual funds and the demand for dividends

Harris, Lawrence E.; Hartzmark, Samuel M.; Solomon, David H. - In: Journal of financial economics 116 (2015) 3, pp. 433-451

Persistent link: https://www.econbiz.de/10011348479

Learning and the disappearing association between governance and returns

Bebchuk, Lucian A.; Cohen, Alma; Wang, Charles C. Y. - In: Journal of financial economics 108 (2013) 2, pp. 323-348

Persistent link: https://www.econbiz.de/10009749337

Investor attention, psychological anchors, and stock return predictability

Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419

Persistent link: https://www.econbiz.de/10009621130

Measuring investor sentiment with mutual fund flows

Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial economics 104 (2012) 2, pp. 363-382

Persistent link: https://www.econbiz.de/10009621133

Global, local, and contagious investor sentiment

Baker, Malcolm; Wurgler, Jeffrey; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 272-287

Persistent link: https://www.econbiz.de/10009621147

Realization utility

Barberis, Nicholas; Xiong, Wei - In: Journal of financial economics 104 (2012) 2, pp. 251-271

Persistent link: https://www.econbiz.de/10009621169

Style investing, comovement and return predictability

Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154

Persistent link: https://www.econbiz.de/10009715836