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Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar; Demirer, Rıza; Sadaqat, Mohsin; … - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
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Interpreting mean reversion in stock returns
Gangopadhyay, Partha - In: The quarterly review of economics and finance : journal … 36 (1996) 3, pp. 377-394
Persistent link: https://www.econbiz.de/10001209971
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Multifactor risk loadings and abnormal returns under uncertainty and learning
Salotti, Simone; Trecroci, Carmine - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10010492632
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Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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Yield spread and the income distribution
Berisha, Edmond - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 363-377
Persistent link: https://www.econbiz.de/10011792505
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Time varying risk premia for real estate investment trusts : a GARCH-M model
Devaney, Michael - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 335-346
Persistent link: https://www.econbiz.de/10001602991
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Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins; Müller, Fernanda Maria; … - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
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The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan; Lin, Chien-Hsiu - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
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The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim; Qiao, Zhuo - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
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Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 635-649
Persistent link: https://www.econbiz.de/10012655588