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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / Department of Economics, Wilfrid Laurier University"
~person:"Bohl, Martin T."
~person:"Nieuwerburgh, Stijn van"
~person:"Polk, Christopher"
~person:"Sarno, Lucio"
~person:"Schwert, George William"
~person:"Siklos, Pierre L."
~subject:"Börsenkurs"
~subject:"Deutschland"
~subject:"Financial analysis"
~subject:"USA"
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Bohl, Martin T.
Nieuwerburgh, Stijn van
Polk, Christopher
Sarno, Lucio
Schwert, George William
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1
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
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2
Reconciling the return predictability evidence
Lettau, Martin
;
Nieuwerburgh, Stijn van
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314
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3
The stock market and corporate investment : a test of catering theory
Polk, Christopher
;
Sapienza, Paola
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 187-217
Persistent link: https://www.econbiz.de/10003836010
Saved in:
4
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
-
2007
Persistent link: https://www.econbiz.de/10003549589
Saved in:
5
Growth or glamour?: fundamentals and systematic risk in stock returns
Campbell, John Y.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003941652
Saved in:
6
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577599
Saved in:
7
The wealth-consumption ratio
Lustig, Hanno
;
Nieuwerburgh, Stijn van
;
Verdelhan, Adrien
-
2012
Persistent link: https://www.econbiz.de/10009577601
Saved in:
8
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
9
The booms and busts of beta arbitrage
Huang, Shiyang
;
Lou, Dong
;
Polk, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011550863
Saved in:
10
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
-
2010
Persistent link: https://www.econbiz.de/10008747149
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