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Linear Beta Pricing with Ineff...
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1
Linear beta pricing with inefficient benchmarks
Diacogiannis, George P.
;
Feldman, David
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500041-135000435
Persistent link: https://www.econbiz.de/10010198269
Saved in:
2
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
3
Do newspaper articles predict aggregate stock returns?
Ammann, Manuel
;
Frey, Roman
;
Verhofen, Michael
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10011303209
Saved in:
4
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
Saved in:
5
End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther
;
Rangvid, Jesper
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 136-154
Persistent link: https://www.econbiz.de/10011327248
Saved in:
6
Removing predictable analyst forecast errors to improve implied cost of equity estimates
Mohanram, Partha
;
Gode, Dhananjay K.
- In:
Review of accounting studies
18
(
2013
)
2
,
pp. 443-478
Persistent link: https://www.econbiz.de/10009767181
Saved in:
7
Do investors price accruals quality? : a reexamination in the implied cost of equity capital
Hwang, Lee Seok
;
Lim, Seung-yeon
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 458-490
Persistent link: https://www.econbiz.de/10009618806
Saved in:
8
The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Silva, Raphael Braga da
;
Bressane, Bernardo Prôa
; …
- In:
Latin American business review : journal of the …
13
(
2012
)
4
,
pp. 311-328
Persistent link: https://www.econbiz.de/10009714826
Saved in:
9
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
10
Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.
;
Picard, Alan
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
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