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Aggregate liquidity premium and cross-sectional returns : evidence from China
Liao, Cunfei; Luo, Qianlin; Tang, Guohao - In: Economic modelling 104 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013164202
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Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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Generalized financial ratios to predict the equity premium
Algaba, Andres; Boudt, Kris - In: Economic modelling 66 (2017), pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
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Credit risk-return puzzle : evidence from India
Nedumparambil, Elizabeth; Bhandari, Anup Kumar - In: Economic modelling 92 (2020), pp. 195-206
Persistent link: https://www.econbiz.de/10012429648
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Policy risks, technological risks and stock returns : new evidence from the US stock market
Apergēs, Nikolaos - In: Economic modelling 51 (2015), pp. 359-365
Persistent link: https://www.econbiz.de/10011476052
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Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram - In: Economic modelling 91 (2020), pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence; Lau, Chi Keung; Chan, Kwok Ho - In: Economic modelling 38 (2014), pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
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Uninsured expense shocks and equity premia
Wang, Qin; Ren, Yu; Zou, Yiheng - In: Economic modelling 58 (2016), pp. 64-74
Persistent link: https://www.econbiz.de/10011647041