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The review of financial studies
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1
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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2
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
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3
Labor income and predictable stock returns
Santos, Tano
;
Veronesi, Pietro
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
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4
Time-varying liquidity risk and the cross section of stock returns
Watanabe, Akiko
;
Watanabe, Masahiro
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2449-2486
Persistent link: https://www.econbiz.de/10003805068
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5
Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo
;
Shu, Tao
;
Yan, Hong
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
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6
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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7
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
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8
Macro factors in bond risk premia
Ludvigson, Sydney C.
;
Ng, Serena
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5027-5067
Persistent link: https://www.econbiz.de/10003916308
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9
Expected returns and the business cycle : heterogeneous goods and time-varying risk aversion
Lochstoer, Lars A.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5251-5294
Persistent link: https://www.econbiz.de/10003916328
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10
The mispricing return premium
Brennan, Michael J.
;
Wang, Ashley W.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111
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