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An investor’s perspective on risk-models and characteristic-models

Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276

Persistent link: https://www.econbiz.de/10011628338

Agent-based simulation of wealth, capital and asset distribution on stock markets

Moiseev, Nikita A.; Akhmadeev, Bulat A. - In: Journal of interdisciplinary economics 29 (2017) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011730397

Animal spirits, beauty contests and expected returns

Ilomäki, Jukka - In: Journal of economics and finance 41 (2017) 3, pp. 474-486

Persistent link: https://www.econbiz.de/10011802147

Stock markets fragmentation, volatility and final investors

Bastidon, Cécile - In: Annals of finance 13 (2017) 4, pp. 435-451

Persistent link: https://www.econbiz.de/10011945582

Expected stock returns worldwide : a log-linear present-value approach

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018

We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...

Persistent link: https://www.econbiz.de/10011931329