Showing 1 - 10 of 7,226
This research uses macro factors to explain four standard U.S. stock market risk premia, i.e. the market excess return (RM-RF), size (SMB), value (HML), and momentum (WML). We find in-sample predictive power of macro factors, in particular at a one-year horizon. Differentiating between bull and...
Persistent link: https://www.econbiz.de/10010239724
Persistent link: https://www.econbiz.de/10001537587
Persistent link: https://www.econbiz.de/10001454585
Persistent link: https://www.econbiz.de/10001455779
Persistent link: https://www.econbiz.de/10001455818
Persistent link: https://www.econbiz.de/10001439830
Persistent link: https://www.econbiz.de/10001494681
Persistent link: https://www.econbiz.de/10000996023
Persistent link: https://www.econbiz.de/10000996618
Persistent link: https://www.econbiz.de/10000985401