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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Is momentum really momentum?
Novy-Marx, Robert - In: Journal of financial economics 103 (2012) 3, pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
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Understanding momentum and reversal
Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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Factors and risk premia in individual international stock returns
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - In: Journal of financial economics 141 (2021) 2, pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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A factor model for option returns
Büchner, Matthias; Kelly, Bryan T. - In: Journal of financial economics 143 (2022) 3, pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
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The level, slope, and curve factor model for stocks
Clarke, Charles - In: Journal of financial economics 143 (2022) 1, pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Liquidity risk of corporate bond returns : conditional approach
Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386
Persistent link: https://www.econbiz.de/10010208670