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Term structure of risk factor premiums used for pricing asset : emerging vs. developed markets
González Sánchez, Mariano - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1339-1358
Persistent link: https://www.econbiz.de/10013167085
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Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
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Factorial asset pricing models using statistical anomalies
González Sánchez, Mariano - In: Research in international business and finance 60 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013411138
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The extreme temperature factor in asset pricing models : evidence from Europe
González Sánchez, Mariano; Arguedas Sanz, Raquel; San … - In: Finance research letters 66 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015057744
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The cross section of expected returns with MIDAS betas
González, Mariano; Nave Pineda, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10009623141