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1
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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2
Term structure of risk in expected returns
Zviadadze, Irina
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2018
Persistent link: https://www.econbiz.de/10012113064
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3
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sergio
;
Massa, Massimo
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2016
Persistent link: https://www.econbiz.de/10011544509
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4
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
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5
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
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2015
Persistent link: https://www.econbiz.de/10010482973
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6
Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.
;
Massa, Massimo
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2004
Persistent link: https://www.econbiz.de/10002593861
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7
Economic cycles and expected stock returns
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
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2013
Persistent link: https://www.econbiz.de/10009784726
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8
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
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9
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
10
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
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