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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga; Reeves, Jonathan J. - In: Journal of empirical finance 49 (2018), pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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Horizontal industry relationships and return predictability
Schlag, Christian; Zeng, Kailin - In: Journal of empirical finance 53 (2019), pp. 310-330
Persistent link: https://www.econbiz.de/10012171655
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Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing; Yang, Ge - In: Journal of empirical finance 77 (2024), pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
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Cross-sectional uncertainty and expected stock returns
Yu, Deshui; Huang, Difang - In: Journal of empirical finance 72 (2023), pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
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Option gamma and stock returns
Soebhag, Amar - In: Journal of empirical finance 74 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
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The cross-section of stock returns in frontier emerging markets
Groot, Wilma de; Pang, Juan; Swinkels, Laurens - In: Journal of empirical finance 19 (2012) 5, pp. 796-818
Persistent link: https://www.econbiz.de/10009700587