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CAPM over the long run : 1926 - 2001
Ang, Andrew; Chen, Joseph - In: Journal of empirical finance 14 (2007) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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Predicting the equity premium with dividend ratios : reconciling the evidence
Kellard, Neil M.; Nankervis, John C.; Papadimitriou, … - In: Journal of empirical finance 17 (2010) 4, pp. 539-551
Persistent link: https://www.econbiz.de/10009267278
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A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale; Sarno, Lucio; Valente, Giorgio - In: Journal of empirical finance 17 (2010) 3, pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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Market states and the risk-based explanation of the size premium
Hur, Jungshik; Pettengill, Glenn N.; Vivek Singh - In: Journal of empirical finance 28 (2014), pp. 139-150
Persistent link: https://www.econbiz.de/10011285079
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How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of empirical finance 28 (2014), pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
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Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79
Persistent link: https://www.econbiz.de/10011300504