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Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

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Capital share risk in U.S. asset pricing

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The time variation of liquidity risk in US stock markets

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Labor market uncertainty and portfolio choice puzzles

Chang, Yongsung; Hong, Jay H.; Karabarbounis, Marios - In: American economic journal : a journal of the American … 10 (2018) 2, pp. 222-262

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Capital share risk and shareholder heterogeneity in US stock pricing

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Downside risk and the momentum effect

Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001

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Cash flow and discount rate risk in up and down markets : what is actually priced?

Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - 2010

extensive number of robustness checks. Overall, downside cash flow risk is priced most consistently across different samples … ability. The downside cash flow risk premium is mainly attributable to small stocks. The risk premium for large stocks appears … much more driven by a compensation for symmetric, cash flow related risk. Finally, we multiply our premia estimates by …

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Board risk oversight, hedging intensity, and the idiosyncratic risk of US banks

Fogel, Kathy; Shao, Yingying; Yeager, Timothy J. - In: Risk management and corporate governance, (pp. 117-130). 2012

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Methodische Fortschritte in der Kapitalanlage : die Verwendung quantitativer und qualitativer Verfahren in der Prognose, dem Handel sowie der Portfoliokonstruktion

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Labor-market uncertainty and portfolio choice puzzles

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