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Stock Return Predictability : Is it There?

Ang, Andrew - 2001

We ask whether stock returns in France, Germany, Japan, the UK and the US are predictable by three instruments: the …

Persistent link: https://www.econbiz.de/10012470517

"Peso Problem" Explanations for Term Structure Anomalies

Bekaert, Geert - 1997

States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector …-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany …

Persistent link: https://www.econbiz.de/10012472666

Anomalies Abroad : Beyond Data Mining

Lu, Xiaomeng - 2017

, Germany, Japan, and the U.K. All of the anomalies are consistently significant across these five countries, whose developed …

Persistent link: https://www.econbiz.de/10012453902

Analyzing investments whose histories differ in length

Stambaugh, Robert F. - 1996

Persistent link: https://www.econbiz.de/10000937579

Costs of equity capital and model mispricing

Pástor, Ľuboš; Stambaugh, Robert F. - 1998

Persistent link: https://www.econbiz.de/10000981017

The equity premium and structural breaks

Pástor, Ľuboš; Stambaugh, Robert F. - 1998

Persistent link: https://www.econbiz.de/10000993348

Asset returns, investment horizons, and intertemporal preferences

Kandel, Shmuel; Stambaugh, Robert F. - 1990

Persistent link: https://www.econbiz.de/10000800651

Portfolio inefficiency and the cross-section of expected returns

Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev

Persistent link: https://www.econbiz.de/10000888001

Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155

Persistent link: https://www.econbiz.de/10012110246

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092