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The Value Spread as a Predictor of Returns

Liu, Naiping - 2005

Recent studies have used the value spread to predict aggregate stock returns to construct cash-flow betas that appear to explain the size and value anomalies. We show that two related variables, the book-to-market spread (the book-to-market of value stocks minus that of growth stocks) and the...

Persistent link: https://www.econbiz.de/10012784621

The Value Spread as a Predictor of Returns

Lu, Naiping - 2005

Persistent link: https://www.econbiz.de/10012467357

Fundamentals and sovereign risk of emerging markets

Aizenman, Joshua; Jinjarak, Yothin; Park, Donghyun - In: Pacific economic review 21 (2016) 2, pp. 151-177

Persistent link: https://www.econbiz.de/10011490633

Fundamentals and Sovereign Risk of Emerging Markets

Aizenman, Joshua - 2013

-2009. Inflation, state fragility, external debt, and commodity terms of trade volatility were positively associated, while trade …

Persistent link: https://www.econbiz.de/10013083389

Fundamentals and sovereign risk of emerging markets

Aizenman, Joshua; Jinjarak, Yothin; Park, Donghyun - 2013

Persistent link: https://www.econbiz.de/10009741483

Fundamentals and Sovereign Risk of Emerging Markets

Aizenman, Joshua - 2013

-2009. Inflation, state fragility, external debt, and commodity terms of trade volatility were positively associated, while trade …

Persistent link: https://www.econbiz.de/10012459699

COVID-19 and commodity pricing premium : evidence from the Chinese market

Zhang, Lu; Hsieh, Pei-lin; Chen, Haiqiang - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582206

Flexibility of adjustment to shocks : economic growth and volatility of middle-income countries before and after the global financial crisis of 2008

Aizenman, Joshua; Jinjarak, Yothin; Estrada, Gemma; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 1112-1131

Persistent link: https://www.econbiz.de/10012123569

A novel hybrid method for crude oil price forecasting

Zhang, Jin-Liang; Zhang, Yue-jun; Zhang, Lu - In: Energy economics 49 (2015), pp. 649-659

Persistent link: https://www.econbiz.de/10011537246

Real exchange rate and international reserves in an era of growing financial and trade integration

Aizenman, Joshua; Riera-Crichton, Daniel - In: The review of economics and statistics 90 (2008) 4, pp. 812-815

Persistent link: https://www.econbiz.de/10003772100