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Beta, value, and growth : do dichotomous risk-preferences explain stock returns?

Montone, Maurizio - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014457476

Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?

Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328

Persistent link: https://www.econbiz.de/10010351545

Business-cycle consumption risk and asset prices

Bandi, Federico M. - 2020

and 4 years is effective in explaining the differences in risk premia across alternative test assets, including recently …

Persistent link: https://www.econbiz.de/10012856904

Short-run risk, business cycle, and the value premium

He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36

Persistent link: https://www.econbiz.de/10012503891

The origins and effects of macroeconomic uncertainty

Bianchi, Francesco; Kung, Howard; Tirskikh, Mikhail - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 855-896

endogenous term premium. Using term structure and macroeconomic data, we find sizable effects of uncertainty on risk premia and … analytical decomposition to illustrate how multiple distinct endogenous risk wedges account for these differences. Supply and …

Persistent link: https://www.econbiz.de/10014362538