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Cash flow-predictability : still going strong
Schmeling, Maik; Rangvid, Jesper; Schrimpf, Andreas - 2010
Persistent link: https://www.econbiz.de/10008933696
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Long memory in international equity markets : revisited
Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437
Persistent link: https://www.econbiz.de/10003808314
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Time-series momentum trading strategies in the global stock market
Chakrabarti, Gagari - In: Business economics : the journal of the National … 50 (2015) 2, pp. 80-90
Persistent link: https://www.econbiz.de/10011413710
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A fresh look at integration of risks in the international stock markets: a wavelet approach
Marfatia, Hardik A. - In: Review of financial economics : RFE 34 (2017), pp. 33-49
Persistent link: https://www.econbiz.de/10011876782
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Average skewness in global equity markets
Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
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Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian; Indriawan, Ivan; Tse, Yiuman; … - In: Journal of banking & finance 154 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Global Equity Yields
Soerlie Kvaerner, Jens; Sandoval, Jan - 2023
We construct a panel of global equity yields by modifying the model of Giglio et al. (2021) so it works internationally. We revisit stylized facts about equity yields, primarily based on US data, and provide several new results. On old facts, we study the dynamics of global equity yields, their...
Persistent link: https://www.econbiz.de/10014254722
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Are the Fama and French factors global or country specific?
Griffin, John M. - In: The review of financial studies 15 (2002) 3, pp. 783-803
Persistent link: https://www.econbiz.de/10001688871
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How do regimes affect asset allocation?
Ang, Andrew; Bekaert, Geert - 2003
Persistent link: https://www.econbiz.de/10001825986