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The mispricing return premium

Brennan, Michael J.; Wang, Ashley W. - In: The review of financial studies 23 (2010) 9, pp. 3437-3468

Persistent link: https://www.econbiz.de/10008664111

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Why are stock prices so high? : Dividend growth or discount factor?

Balke, Nathan S.; Wohar, Mark E. - 2000

Persistent link: https://www.econbiz.de/10001446210

Discussion of delegated trade and the pricing of public and private information

Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109

Persistent link: https://www.econbiz.de/10011437512

Why are REITs currently so expensive?

Nieuwerburgh, Stijn van - 2017

Persistent link: https://www.econbiz.de/10011739511

Ambiguity in the cross-section of expected returns : an empirical assessment

Thimme, Julian; Völkert, Clemens - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 418-429

Persistent link: https://www.econbiz.de/10011390409

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25

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A forecast evaluation of expected equity return measures

Chin, Michael; Polk, Christopher - 2015

Persistent link: https://www.econbiz.de/10010497568

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

This paper reexamines the Equity Premium Puzzle for the German stock market with control for inflation and taxation. Two methods for relaxing the assumption of aggregate consumption being equal to aggregate dividends are compared: the leverage approach and the usage of a bivariate stochastic...

Persistent link: https://www.econbiz.de/10009681108

Cross-sectional determinants of expected returns

Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: The legacy of Fischer Black, (pp. 161-186). 2005

Persistent link: https://www.econbiz.de/10003404044

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