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Associative memory, beliefs and market interactions
Enke, Benjamin; Schwerter, Frederik; Zimmermann, Florian - In: Journal of financial economics 157 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015072361
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - In: Journal of financial economics 89 (2008) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
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Do subjective expectations explain asset pricing puzzles?
Bakshi, Gurdip S.; Skoulakis, Georgios - In: Journal of financial economics 98 (2010) 3, pp. 462-477
Persistent link: https://www.econbiz.de/10008827020
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Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio - In: Journal of financial economics 86 (2007) 2, pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
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Cash holdings, risk, and expected returns
Palazzo, Berardino - In: Journal of financial economics 104 (2012) 1, pp. 162-185
Persistent link: https://www.econbiz.de/10009550141
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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Structural breaks, parameter uncertainty, and term structure puzzles
Bulkley, George; Giordani, Paolo - In: Journal of financial economics 102 (2011) 1, pp. 222-232
Persistent link: https://www.econbiz.de/10009308231
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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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The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
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X-CAPM : an extrapolative capital asset pricing model
Barberis, Nicholas; Greenwood, Robin; Jin, Lawrence; … - In: Journal of financial economics 115 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011327273