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Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon; Moon, Seongman - In: Applied economics letters 29 (2022) 7, pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
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Cross-sectional factor dynamics and momentum returns
Avramov, Doron; Hore, Satadru - In: Journal of financial markets 32 (2017), pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian - In: Finance research letters 43 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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The non-linear trade-off between return and risk : a regime-switching multi-factor framework
Cotter, John; Salvador, Enrique - 2014
Persistent link: https://www.econbiz.de/10010465672
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - In: Macroeconomic dynamics 5 (2001) 4, pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
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Nonlinear and time-varying risk premia
Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
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An asset pricing approach to testing general term structure models
Christensen, Bent Jesper; Wel, Michel van der - In: Journal of financial economics 134 (2019) 1, pp. 165-191
Persistent link: https://www.econbiz.de/10012166772