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Expected profitability and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 183 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012122451
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A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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Cross-sectional consumption-based asset pricing : a reappraisal
Engsted, Tom; Møller, Stig Vinther - In: Economics letters 132 (2015), pp. 101-104
Persistent link: https://www.econbiz.de/10011431410
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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu; Durand, Robert B. - In: Economics letters 132 (2015), pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
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VaR constrained asset pricing with relative performance
Liu, Xiangbo; Qiu, Zhigang; Xiong, Yan - In: Economics letters 121 (2013) 2, pp. 174-178
Persistent link: https://www.econbiz.de/10010346336
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
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An exploration of the effect of doubt during disasters on equity premiums
Suzuki, Shiba - In: Economics letters 123 (2014) 3, pp. 270-273
Persistent link: https://www.econbiz.de/10010400171
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Profitability and investment factors for UK asset pricing models
Nichol, Eoghan; Dowling, Michael - In: Economics letters 125 (2014) 3, pp. 364-366
Persistent link: https://www.econbiz.de/10010506019
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Are the Fama-French factors good proxies for latent risk factors? : evidence from the data of SHSE in China
Lin, Jianhao; Wang, Meijin; Cai, Lingfeng - In: Economics letters 116 (2012) 2, pp. 265-268
Persistent link: https://www.econbiz.de/10009674447
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Volatility and stock prices: implications from a production model of asset pricing
Basu, Parantap; Samanta, Prodyot - In: Economics letters 70 (2001) 2, pp. 229-235
Persistent link: https://www.econbiz.de/10001537987