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New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming

Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316

Persistent link: https://www.econbiz.de/10011299824

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25

Persistent link: https://www.econbiz.de/10011300508

Do newspaper articles predict aggregate stock returns?

Ammann, Manuel; Frey, Roman; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 195-213

Persistent link: https://www.econbiz.de/10011303209

Conditional equity risk premia and realized variance jump risk

Wang, Zhanglong; Wang, Kent; Pan, Zheyao - In: Australian journal of management 40 (2015) 2, pp. 295-317

Persistent link: https://www.econbiz.de/10011342801

Stock return predictability of residual-income-based valuation : risk or mispricing?

Hwang, Lee Seok; Lee, Woo-jong - In: Abacus : a journal of accounting, finance and business … 49 (2013) 2, pp. 219-241

Persistent link: https://www.econbiz.de/10009769203

Jump-diffusion long-run risks models, variance risk premium and volatility dynamics

Jin, Jianjian - 2013

This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of riskneutral and realized...

Persistent link: https://www.econbiz.de/10009734341