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71
Local substitution and habit persistence : matching the moments of the equity premium and the risk-free rate
Allais, Olivier
- In:
Review of economic dynamics
7
(
2004
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10002026679
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72
The price is almost right
Cohen, Randolph B.
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Polk, Christopher
;
Vuolteenaho, Tuomo
-
2003
Persistent link: https://www.econbiz.de/10001927098
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73
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
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-
2003
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[Elektronische Ressource], rev
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74
The cross section of common stock returns : a review of the evidence and some new findings
Hawawini, Gabriel A.
;
Keim, Donald B.
- In:
Security market imperfections in worldwide equity markets
,
(pp. 3-43)
.
2000
Persistent link: https://www.econbiz.de/10001506399
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75
Risk and return : some new evidence
Guo, Hui
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Whitelaw, Robert
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2001
Persistent link: https://www.econbiz.de/10001580933
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76
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
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contributor
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2000
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[Elektronische Ressource]
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77
The effect of the Nikkei and the S&P on the all-ordinaries : a comparison of three models
Lim, Guay C.
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McNelis, Paul D.
- In:
International journal of finance & economics : IJFE
3
(
1998
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3
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pp. 217-228
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New facts in finance
Cochrane, John H.
- In:
Economic perspectives
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1999
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pp. 36-58
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79
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
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Pástor, Ľuboš
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The review of financial studies
13
(
2000
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4
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pp. 883-916
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80
Normal backwardation is normal
Miffre, Joëlle
- In:
The journal of futures markets
20
(
2000
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9
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pp. 803-821
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