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The equity premium and the business cycle : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152

Persistent link: https://www.econbiz.de/10008702360

Optimal international asset allocation with time-varying risk

Flavin, Thomas J.; Wickens, Michael R. - In: Scottish journal of political economy : the journal of … 53 (2006) 5, pp. 543-564

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Consumption, size and book-to-market ratio in equity returns

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Persistent link: https://www.econbiz.de/10009381289

A cross section of equity returns : the no-arbitrage test

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How the euro crisis evolved and how to avoid another : EMU, fiscal policy and credit ratings

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What do the Fama-French factors add to C-CAPM?

Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - In: Journal of empirical finance 22 (2013), pp. 113-127

Persistent link: https://www.econbiz.de/10009768417

What do the Fama-French factors add to CCAPM?

Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - 2013

Persistent link: https://www.econbiz.de/10009744151

What do the Fama-French Factors add to C-CAPM?

Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - 2013 - Revised March 2013

This study extends standard C-CAPM by including two additional factors related to firm size (SMB) and book-to-market value ratio (HML) the Fama-French factors. CCAPM is least able to price firms with low book-to-market ratios. The explanation of these returns, as well as the returns on the SMB...

Persistent link: https://www.econbiz.de/10009731215

Is the UK triple-a?

Polito, Vito; Wickens, Michael R. - 2013

Persistent link: https://www.econbiz.de/10009734282

A model-based indicator of the fiscal stance

Polito, Vito; Wickens, Michael R. - In: European economic review : EER 56 (2012) 3, pp. 526-551

Persistent link: https://www.econbiz.de/10009657484