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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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On the estimation of asset pricing models using univariate betas
Kan, Raymond; Robotti, Cesare - In: Economics letters 110 (2011) 2, pp. 117-121
Persistent link: https://www.econbiz.de/10009241683
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Implied betas for the Frankel-Wei regression framework
Kunkler, Michael - In: Economics letters 218 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Predicting the equity market risk premium : a model selection approach
Ciner, Cetin - In: Economics letters 215 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013448254
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The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti - In: Economics letters 216 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
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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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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065