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What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - In: Journal of empirical finance 22 (2013), pp. 113-127
Persistent link: https://www.econbiz.de/10009768417
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Evaluating alternative methods for testing asset pricing models with historical data
Lozano-Banda, Martín; Rubio, Gonzalo - In: Journal of empirical finance 18 (2011) 1, pp. 136-146
Persistent link: https://www.econbiz.de/10009301158
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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Testing for a time-varying risk premium in the returns to US farmland
Hanson, Steven D. - In: Journal of empirical finance 2 (1995) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10001203343
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Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio - In: Journal of empirical finance 3 (1996) 3, pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
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The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles - In: Journal of empirical finance 3 (1996) 2, pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
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Equity premium predictions with many predictors : A risk-based explanation of the size and value factors
Stivers, Adam - In: Journal of empirical finance 45 (2018), pp. 126-140
Persistent link: https://www.econbiz.de/10012102421
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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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Global macro risks in currency excess returns
Berg, Kimberly A.; Mark, Nelson C. - In: Journal of empirical finance 45 (2018), pp. 300-315
Persistent link: https://www.econbiz.de/10012102432
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Empirical analysis of the international public covered bond market
Gürtler, Marc; Neelmeier, Philipp - In: Journal of empirical finance 46 (2018), pp. 163-181
Persistent link: https://www.econbiz.de/10012103424