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Diversify and purify factor premiums in equity markets
Carvalho, Raul Leote de; Lu, Xiao; Soupé, François; … - In: Factor investing : from traditional to alternative risk …, (pp. 73-97). 2017
Persistent link: https://www.econbiz.de/10011794906
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Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan - 2019
Persistent link: https://www.econbiz.de/10012126157
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The asymmetric response of equity markets to sentiment risk : a new asset pricing model
Dhaoui, Abderrazak; Bourouis, Saad - In: Financial Market Dynamics after COVID 19 : The …, (pp. 37-55). 2022
Persistent link: https://www.econbiz.de/10013198540
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Up- and downside variance risk premia in global equity markets
Held, Matthias - In: Essays in finance, (pp. 25-43). 2015
Persistent link: https://www.econbiz.de/10011750065
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The effects of return expectation on mutual funds' risk exposures
Overkott, Maximilian Alexander; Fischer, Mario - In: Three essays in empirical asset pricing, (pp. 65-106). 2017
Persistent link: https://www.econbiz.de/10012134658
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Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V.; Dubrovskiy, Mikhail - In: Fintech, pandemic, and the financial system : …, (pp. 95-111). 2023
Persistent link: https://www.econbiz.de/10014245454
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Human capital and stock returns : is the value premium an approximation for return on human capital?
Hansson, Bo - In: Essays on human capital investments, (pp. 83-111). 2001
Persistent link: https://www.econbiz.de/10001645548
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The financial intermediation premium in the cross section of stock returns
Marchuk, Tatyana - In: Essays in asset pricing and financial intermediation, (pp. 53-106). 2017
Persistent link: https://www.econbiz.de/10012028551
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Investments in CEE capital markets : benefits from diversification and optimal portfolios
Schröder, Michael - In: The new capital markets in Central and Eastern Europe : …, (pp. 466-482). 2001
Persistent link: https://www.econbiz.de/10001586668
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Impact of credit risk and business cycles on momentum returns
Sarwar, Sirajum Munira; Lin, Sharon X. W.; Muradoğlu, … - In: Handbook of recent advances in commodity and financial …, (pp. 17-39). 2018
Persistent link: https://www.econbiz.de/10011898598