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Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian - In: Finance research letters 43 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
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Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang; Zaremba, Adam; Demir, Ender; … - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
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Economic uncertainty and time-varying return predictability
Liu, Li - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
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Time-series predictability in the disaster model
Gourio, François - In: Finance research letters 5 (2008) 4, pp. 191-203
Persistent link: https://www.econbiz.de/10003786319
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A closed form solution for pricing defaultable bonds
Moraux, Franck - In: Finance research letters 1 (2004) 2, pp. 135-142
Persistent link: https://www.econbiz.de/10003307270
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On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - In: Finance research letters 1 (2004) 3, pp. 143-153
Persistent link: https://www.econbiz.de/10003307274
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A value premium without operating leverage
Guthrie, Graeme A. - In: Finance research letters 10 (2013) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10009728620
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Dividend sensitivity to economic factors, stock valuation, and long-run risk
Bergeron, Claude - In: Finance research letters 10 (2013) 4, pp. 184-195
Persistent link: https://www.econbiz.de/10010252342
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The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun; Park, Hyungbin - In: Finance research letters 13 (2015), pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
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Equity returns of distressed equity issuers
Park, James L. - In: Finance research letters 14 (2015), pp. 93-103
Persistent link: https://www.econbiz.de/10011552645