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Capturing the value premium : global evidence from a fair value-based investment strategy
Woltering, René-Ojas; Weis, Christian; Schindler, Felix; … - In: Journal of banking & finance 86 (2018), pp. 53-69
Persistent link: https://www.econbiz.de/10011962337
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What explains the value premium? : the case of adjustment costs, operating leverage and financial leverage
Cao, Viet Nga - In: Journal of banking & finance 59 (2015), pp. 350-366
Persistent link: https://www.econbiz.de/10011544583
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A new risk factor based on equity duration
Mohrschladt, Hannes; Nolte, Sven - In: Journal of banking & finance 96 (2018), pp. 126-135
Persistent link: https://www.econbiz.de/10011967189
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Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana; Rubio, Gonzalo - In: Journal of banking & finance 75 (2017), pp. 17-34
Persistent link: https://www.econbiz.de/10011742149
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Saving-based asset-pricing
Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Journal of banking & finance 37 (2013) 9, pp. 3704-3715
Persistent link: https://www.econbiz.de/10010126286
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A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia; Veld, Chris H. - In: Journal of banking & finance 136 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107