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Correlation in daily equity and fixed-income returns : implications for a cross-asset factor model

Marsh, Terry Alan - In: Innovations in investment management : cutting edge …, (pp. 113-133). 2008

Persistent link: https://www.econbiz.de/10003748871

Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis

Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294

Persistent link: https://www.econbiz.de/10012033480

Decomposing factor exposure for equity portfolios

Tien, David; Pfleiderer, Paul; Maxim, Robert; Marsh, … - In: Linear factor models in finance, (pp. 262-275). 2005

Persistent link: https://www.econbiz.de/10003304070

ASX small firm/microcap listings : the IPO "pop" and two decades of subsequent returns

Gilbey, Kylie; Marsh, Terry Alan; Purchase, Sharon - In: Accounting and finance 62 (2022) 3, pp. 3285-3318

Persistent link: https://www.econbiz.de/10013468212

The Presidential Puzzle : Democrats, Macroeconomic News and Equity and Bond Premiums on Announcement Days

Chan, Kam Fong - 2016

Recent empirical finance literature reports a sizable equity premium on two types of days. The first is under Democratic administrations. The second is on scheduled macroeconomic news announcement days. The current study unifies the two strands of literature by documenting that statistically...

Persistent link: https://www.econbiz.de/10012981309