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1,543
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1
Systematic default and return
predictability
in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
2
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
3
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
4
Tail risk premia and return
predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
5
Psychological barrier and cross-firm return
predictability
Huang, Shiyang
;
Lin, Tse-Chun
;
Xiang, Hong
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 338-356
Persistent link: https://www.econbiz.de/10012650720
Saved in:
6
Four centuries of return
predictability
Golez, Benjamin
;
Koudijs, Peter
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 248-263
Persistent link: https://www.econbiz.de/10011968859
Saved in:
7
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
8
Global factor premiums
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Willem …
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933
Saved in:
9
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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