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isPartOf:"Discussion papers in economics"
subject:"Capital income"
~subject:"Aktienmarkt"
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
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2
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
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3
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
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4
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
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5
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
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6
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
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7
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
8
Consumption risk and the cross-section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
-
2004
Persistent link: https://www.econbiz.de/10002239896
Saved in:
9
Consumption risk and expected stock returns
Parker, Jonathan A.
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2002
Persistent link: https://www.econbiz.de/10001755286
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10
Asset markets and endogeneous liquidity
Redding, Lee Scott
;
Faruqee, Hamid
-
2000
Persistent link: https://www.econbiz.de/10001611732
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