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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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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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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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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index
Donadelli, Michael; Gufler, Ivan; Pellizzari, Paolo - In: Economics letters 197 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012511031
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What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean; Li, Simeng; Malloch, Hamish; Svec, Jiri - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329