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Equity Risk Premium Puzzle : T...
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91
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
Economic modelling
37
(
2014
),
pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
Saved in:
92
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj
;
Prat, Georges
-
2015
Persistent link: https://www.econbiz.de/10011300871
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93
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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94
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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95
Blind to carbon risk? : an analysis of stock market reaction to the Paris Agreement
Monasterolo, Irene
;
De Angelis, Luca
- In:
Ecological economics : the transdisciplinary journal of …
170
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012198071
Saved in:
96
Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market
Xuan Vinh Vo
;
Van Phong Vo
;
Thanh Phuc Nguyen
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-25
residuals estimated from regression based on capital asset pricing model (
CAPM
), Fama-French three-factor model and Carhart four …
Persistent link: https://www.econbiz.de/10012219258
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97
Ex-ante equity risk premia : expectational estimates using stock market returns forecasts in the emerging equity market
Naumoski, Aleksandar
;
Nestorovski, Metodija
- In:
Panoeconomicus
65
(
2018
)
4
,
pp. 479-507
Persistent link: https://www.econbiz.de/10012154829
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98
Detecting profitability and investment risk premiums in the French stock market
Chakroun, Amal Zaghouani
;
Hmaied, Dorra Mezzez
- In:
Research in finance
35
(
2019
),
pp. 71-104
Persistent link: https://www.econbiz.de/10012228103
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99
Value and size investment strategies during the global financial crisis : evidence from the South African equity market
Barnard, K. J.
;
Bunting, M. B.
- In:
South African journal of accounting research
29
(
2015
)
1/2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10011688792
Saved in:
100
Diversify and purify factor premiums in equity markets
Carvalho, Raul Leote de
;
Lu, Xiao
;
Soupé, François
; …
- In:
Factor investing : from traditional to alternative risk …
,
(pp. 73-97)
.
2017
Persistent link: https://www.econbiz.de/10011794906
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