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Equity returns and the business cycle : the role of supply and demand shocks

Mendoza Velázquez, Alfonso; Smith, Peter N. - 2012

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An empirical analysis of the volatility in the open-end fund market : evidence from China

Xie, Shiqing; Huang, Xichen - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 150-162

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Chasing the deal with the money : measuring the required risk premium and expected abnormal returns of private equity funds to maximize their internal rate of return

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Measuring yields : arithmetic, geometric and horizon-consistent average

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An anatomy of global risk premiums

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Sentiment lost : the effect of projecting the empirical pricing kernel onto a smaller filtration set

Sala, Carlo; Barone-Adesi, Giovanni - 2015

Supported by empirical examples, this paper provides a theoretical analysis on the impacts of using a suboptimal information set for the estimation of the empirical pricing kernel and, more in general, for the validity of the fundamental theorems of asset pricing. While inferring the...

Persistent link: https://www.econbiz.de/10011506352