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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
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The "worldwide equity premium: a smaller puzzle" and "History and equity risk premium": discussion
LeRoy, Stephen F. - In: Handbook of the equity risk premium, (pp. 530-534). 2008
Persistent link: https://www.econbiz.de/10003599039
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Size and power in tests of return predictability
LeRoy, Stephen F.; Singhania, Rish - In: Quantitative finance 22 (2022) 6, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
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Replicating business cycles and asset returns with sentiment and low risk aversion
Lansing, Kevin J. - 2021
Persistent link: https://www.econbiz.de/10012437553
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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
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Returns on illiquid assets : are they fair games?
Krainer, John; LeRoy, Stephen F. - 1997
Persistent link: https://www.econbiz.de/10001362979
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A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared; Ma, Jun - In: Economic modelling 67 (2017), pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
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The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul; Kishor, N. Kundan; Ma, Jun - In: Journal of economic dynamics & control 82 (2017), pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
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Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Ma, Jun; Wohar, Mark E. - In: International review of economics & finance : IREF 33 (2014), pp. 371-390
Persistent link: https://www.econbiz.de/10010532715
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107