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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014
Persistent link: https://www.econbiz.de/10010360039
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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The predictive qualities of earnings volatility and earnings uncertainty
Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500
Persistent link: https://www.econbiz.de/10010503364
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Asset prices and unemployment fluctuations
Kehoe, Patrick J.; Lopez, Pierlauro; Midrigan, Virgiliu; … - 2020
Persistent link: https://www.econbiz.de/10012182810
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Labor Income Risk and Stock Returns : The Role of Horizon Effects
Eiling, Esther - 2019
This paper shows that the impact of labor income risk on the cross-section of expected stock returns depends crucially … robust evidence that the two- to four-year horizon strongly dominates. Labor income risk at this medium term horizon carries … a highly significant price of risk, while at other horizons it does not. A simple two-factor model that includes the …
Persistent link: https://www.econbiz.de/10012888966
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Earnings beta
Ellahie, Atif - In: Review of accounting studies 26 (2021) 1, pp. 81-122
Persistent link: https://www.econbiz.de/10012498384
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La réaction des prix des actions aux crises industrielles majeures
Suret, Jean-Marc - In: Finance : revue de l'Association Française de Finance 13 (1992) 1, pp. 53-86
Persistent link: https://www.econbiz.de/10001139185
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The cost of accidental death : a capital market approach
Broder, Ivy E. - In: Journal of risk and uncertainty : JRU 3 (1990) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10001089277
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Does local economic uncertainty matter for risk of property companies? : evidence from US REITs
Song, Jeongseop - In: International journal of strategic property management 27 (2023) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10014287646
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Stock-based incentive contracts and managerial performance : the case of Ralston Purina Company
Campbell, Cynthia J.; Wasley, Charles E. - In: Journal of financial economics 51 (1999) 2, pp. 195-217
Persistent link: https://www.econbiz.de/10001256195