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The private equity premium puzzle : a behaviooural finance approach
Hamelin, Anaïs; Pfiffelmann, Marie - In: International journal of entrepreneurship and small business 24 (2015) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10011400372
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Is the Value Premium Smaller Than We Thought?
Hasler, Mathias - 2021
The construction of the original HML portfolio (Fama and French, 1993) includes six seemingly innocuous decisions that could easily have been replaced with alternatives that are just as reasonable. I propose such alternatives and construct HML portfolios. In sample, the average estimate of the...
Persistent link: https://www.econbiz.de/10013214491
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880
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Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam; Umutlu, Mehmet - In: The North American journal of economics and finance : a … 43 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
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Decomposition of risk for small size and low book-to-market stocks
Kale, Arati; Kale, Devendra; Villupuram, Sriram - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 96-112
Persistent link: https://www.econbiz.de/10014511607
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The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
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Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
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Durable consumption, long-run risk and the equity premium
Guo, Na; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728052
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Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728053
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An empirical analysis of the volatility in the open-end fund market : evidence from China
Xie, Shiqing; Huang, Xichen - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 150-162
Persistent link: https://www.econbiz.de/10010258917