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An Empirical Analysis of Changes of the Impact of Federal Budget Deficits on Stock Market Returns : Evidence from the US Economy
Grobys, Klaus, (2015)
Returns to Public Debt : The US Federal Budget Deficit and the Cross Section of Equity Returns
Fiscal imbalances and borrowing costs : evidence from state investment losses
Novy-Marx, Robert, (2012)
The stock selection problem : is the stock selection approach more important than the optimization method? : evidence from the Danish stock market
Grobys, Klaus, (2011)
Market timing and statistical arbitrage : which market timing opportunities arise from equity price busts coinciding with recessions? : the Swedish stock market in the financial crises 2008
Have bull and bear markets changed over time? : empirical evidence from the US-stock market
Grobys, Klaus, (2012)