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The term structures of equity and interest rates
Lettau, Martin; Wachter, Jessica - In: Journal of financial economics 101 (2011) 1, pp. 90-113
Persistent link: https://www.econbiz.de/10009242970
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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Predicting the next step of a random walk : experimental evidence of regime-shifting beliefs
Bloomfield, Robert; Hales, Jeffrey - In: Journal of financial economics 65 (2002) 3, pp. 397-414
Persistent link: https://www.econbiz.de/10001693011
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A model of investor sentiment
Barberis, Nicholas - In: Journal of financial economics 49 (1998) 3, pp. 307-343
Persistent link: https://www.econbiz.de/10001246744
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Common pricing across asset classes : empirical evidence revisited
Gospodinov, Nikolaj; Robotti, Cesare - In: Journal of financial economics 140 (2021) 1, pp. 292-324
Persistent link: https://www.econbiz.de/10013188701
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Tax uncertainty and retirement savings diversification
Brown, David C.; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 126 (2017) 3, pp. 689-712
Persistent link: https://www.econbiz.de/10011818249
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of financial economics 144 (2022) 1, pp. 227-246
Persistent link: https://www.econbiz.de/10013407090