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1
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
2
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
3
Global risk premia on international stock and bond markets
Oertmann, Peter
-
1997
Persistent link: https://www.econbiz.de/10000621233
Saved in:
4
Global financial markets and the risk premium on US equity
Chan, K. C.
;
Karolyi, G. Andrew
;
Stulz, René M.
-
1992
Persistent link: https://www.econbiz.de/10000136680
Saved in:
5
Essays on rational asset pricing
Szymanowska, Marta
-
2006
Persistent link: https://www.econbiz.de/10003931569
Saved in:
6
Risk factor and industry effects in the cross-country comovement of momentum returns
Naranjo, Andy
;
Porter, Burt
- In:
Journal of international money and finance
29
(
2010
)
2
,
pp. 275-299
Persistent link: https://www.econbiz.de/10003944959
Saved in:
7
The high volume return premium : cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura T.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
Saved in:
8
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
9
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated
world
markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
10
Financial crises and the global value premium : revisiting Fama and French
Yamani, Ehab A.
;
Swanson, Peggy Eubanks
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 115-136
Persistent link: https://www.econbiz.de/10011299862
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