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Equity Risk Premium Puzzle : T...
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181
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
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182
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
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183
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
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184
Is there a banking risk premium in the US stock market?
Zeng, Liujing
;
Au Yong, Hue Hwa
;
Sirimon Treepongkaruna
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011949651
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185
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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186
Fundamental sources of risk in frontier equity markets
Ouma, Wycliffe Nduga
- In:
African review of economics and finance : AREF : the …
15
(
2023
)
2
,
pp. 142-161
Persistent link: https://www.econbiz.de/10014637380
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187
Equity Premium Puzzle, Prospect Theory and Subprime Crisis
Mouna, Abdelhedi
-
2012
equity premium becomes negative during the subprime crisis, except for the financial markets of Hong Kong,
India
and Tunisia …
Persistent link: https://www.econbiz.de/10013099661
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188
Return patterns on the Bulgarian stock market
Reichling, Peter
;
Stefanova, Mirela
;
Vogt, Bodo
- In:
Transformation in der Ökonomie : Festschrift für …
,
(pp. 221-238)
.
2008
Persistent link: https://www.econbiz.de/10003741476
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189
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig V.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003781263
Saved in:
190
Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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