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~subject:"Capital income"
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Capital income
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Smith, Peter N.
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The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
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2
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
3
Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381289
Saved in:
4
A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381294
Saved in:
5
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
6
Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
Saved in:
7
Durable consumption, long-run risk and the equity premium
Guo, Na
;
Smith, Peter N.
-
2012
Persistent link: https://www.econbiz.de/10009728052
Saved in:
8
Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso
;
Smith, Peter N.
-
2012
Persistent link: https://www.econbiz.de/10009728053
Saved in:
9
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2012
Persistent link: https://www.econbiz.de/10009663202
Saved in:
10
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
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