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Carry momentum
Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
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Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25
, notably in the case of the world equity risk premium. Finally, long-run risks are detected in all asset portfolios including …
Persistent link: https://www.econbiz.de/10012486245
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Asset price bubbles : the implications for monetary, regulatory, and international policies
Hunter, William Curt (ed.); Kaufman, George G. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001692173
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Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018
We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...
Persistent link: https://www.econbiz.de/10011931329
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Disaster risk and asset returns : an international perspective
Lewis, Karen K.; Liu, Edith X. - In: Journal of international economics 108 (2017), pp. 42-58
Persistent link: https://www.econbiz.de/10011916374
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The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries
Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23
Persistent link: https://www.econbiz.de/10011740671
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Disasters and the Lucas orchard : essays in finance and macroeconomics
Martin, Ian - 2008
Persistent link: https://www.econbiz.de/10011573339
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Expropriation risk by block holders, institutional quality and expected stock returns
Hearn, Bruce; Phylaktis, Kate; Piesse, Jenifer - In: The journal of corporate finance : contracting, … 45 (2017), pp. 122-149
Persistent link: https://www.econbiz.de/10011760708
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Global political risk and international stock returns
Gala, Vito D.; Pagliardi, Giovanni; Zenios, Stauros Andrea - In: Journal of empirical finance 72 (2023), pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
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Downside risk of international stock returns
Galsband, Victoria - In: Journal of banking & finance 36 (2012) 8, pp. 2379-2388
Persistent link: https://www.econbiz.de/10009656247