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Trading imbalance, liquidity and stock returns : evidence from Brazil

Pereira, Gustavo Magno Lopes; Camilo-da-Silva, Eduardo; … - In: Latin American business review 21 (2020) 2, pp. 173-195

Persistent link: https://www.econbiz.de/10012258474

The betting against beta anomaly : fact or fiction?

Buchner, Axel; Wagner, Niklas F. - In: Finance research letters 16 (2016), pp. 283-289

Persistent link: https://www.econbiz.de/10011656225

Is there momentum in factor premia? : evidence from international equity markets

Zaremba, Adam; Shemer, Jacob - In: Research in international business and finance 46 (2018), pp. 120-130

Persistent link: https://www.econbiz.de/10011983585

Asset pricing and downside risk in the Australian share market

Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350

Persistent link: https://www.econbiz.de/10011843179

Income inequality and stock market returns

Markiewicz, Agnieszka; Raciborski, Rafal - 2018

In this paper, we study the relationship between income inequality and stock market returns. We develop a quantitative general equilibrium model that links shifts in both labour and capital income inequality to stock market variables. An increase of the share of capital owners' income from risky...

Persistent link: https://www.econbiz.de/10011916413