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Macroeconomic effects of demographic change: the role of human capital
Geppert, Christian - 2015
Demographic change belongs to the mega-trends of the 20th and the 21st century. The ongoing aging process in major industrialized countries gives rise to the relative scarcity of raw labor and the relative abundance of physical capital. Standard macroeconomic models suggest that this depresses...
Persistent link: https://www.econbiz.de/10011432257
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Expected returns in the time series and cross section : empirical evidence on multifactor asset pricing models and their applications
Lutzenberger, Fabian - 2014
average returns? How do these findings affect applications? These questions are so essential that Eugene Fama, Lars Peter …
Persistent link: https://www.econbiz.de/10011432379
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On the interaction between momentum effect and size effect
Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Manager sentiment and stock returns
Jiang, Fuwei; Lee, Joshua; Martin, Xiumin; Zhou, Guofu - In: Journal of financial economics 132 (2019) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
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Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
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Exploration risk in international oil and gas shareholder returns
Misund, Bård; Mohn, Klaus; Sikveland, Marius - In: The journal of energy markets 10 (2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011999465
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Expected profitability and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 183 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012122451
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Asset pricing vs asset expected returning in factor models
Favero, Carlo A.; Melone, Alessandro - 2019 - This version: July, 2019
Persistent link: https://www.econbiz.de/10012110349
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Accruals, cash flows, and operating profitability in the cross section of stock returns
Ball, Ray; Gerakos, Joseph; Linnainmaa, Juhani; … - In: Journal of financial economics 121 (2016) 1, pp. 28-45
Persistent link: https://www.econbiz.de/10011590560