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Predicting Stock Market Return...
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1
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy
;
Vassalou, Maria
-
1999
Persistent link: https://www.econbiz.de/10001406203
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2
Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn
;
Yāfe, Yišay
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2008
Persistent link: https://www.econbiz.de/10003785795
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3
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
-
2013
Persistent link: https://www.econbiz.de/10009784712
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4
Extreme correlation of international equity markets
Longin, Frano̧is
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2000
Persistent link: https://www.econbiz.de/10013423147
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5
Why so glum? : the Meese-Rogoff methodology meets the stock market
Flood, Robert P.
;
Rose, Andrew
-
2008
Persistent link: https://www.econbiz.de/10003676075
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6
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
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7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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8
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000747131
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9
Financial development and stock returns : a cross-country analysis
Ntellas, Charēs
;
Hess, Martin
-
2002
Persistent link: https://www.econbiz.de/10001731287
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10
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
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