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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2014
Persistent link: https://www.econbiz.de/10010467583
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Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide; Gargano, Antonio; Timmermann, Allan - 2014
Persistent link: https://www.econbiz.de/10010505306
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A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014
Persistent link: https://www.econbiz.de/10010480408
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - 2014
Persistent link: https://www.econbiz.de/10010409119
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Pricing of firm specific jump risk
Ascheberg, Marius; Kraft, Holger; Yildirim, Yildiray - In: Essays on empirical asset pricing, dynamic asset …, (pp. 21-68). 2013
Persistent link: https://www.econbiz.de/10010412571
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Capital Share Risk in U.S. Asset Pricing
Lettau, Martin - 2014
power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price … estimates that are of the same sign and similar in magnitude. Positive exposure to capital share risk earns a positive risk …
Persistent link: https://www.econbiz.de/10013040236
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Climate risks and market efficiency
Hong, Harrison G.; Li, Weikai; Xu, Jiangmin - 2016
Persistent link: https://www.econbiz.de/10011581399
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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The pricing of catastrophe equity put options with default risk
Wang, Xingchun - In: International review of finance 16 (2016) 2, pp. 181-201
Persistent link: https://www.econbiz.de/10011713671