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11
Return asymmetry and the cross section of stock returns
Xu, Zhongxiang
;
Chevapatrakul, Thanaset
;
Li, Xiafei
- In:
Journal of international money and finance
97
(
2019
),
pp. 93-110
Persistent link: https://www.econbiz.de/10012140052
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12
Cross-country factor momentum
Fieberg, Christian
;
Metko, Daniel
;
Zaremba, Adam
- In:
Economics letters
235
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015071373
Saved in:
13
Macro-finance decoupling : robust evaluations of macro asset pricing models
Cheng, Xu
;
Dou, Winston Wei
;
Liao, Zhipeng
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
2
,
pp. 685-713
Persistent link: https://www.econbiz.de/10013190093
Saved in:
14
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
15
Asset pricing vs asset expected returning in factor models
Favero, Carlo A.
;
Melone, Alessandro
-
2019
-
This version: July, 2019
Persistent link: https://www.econbiz.de/10012110349
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16
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
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17
Essays on empirical asset pricing
Verbeek, Roy
-
2017
Persistent link: https://www.econbiz.de/10011863839
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18
Essays in empirical asset pricing and international finance
Niu, Zilong
-
2020
Persistent link: https://www.econbiz.de/10012172860
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19
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
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20
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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