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person:"Smith, Peter N."
~subject:"Estimation"
~subject:"Market integration"
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Search: subject_exact:"Risk premium"
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Smith, Peter N.
Zhou, Hao
23
Bernoth, Kerstin
22
Bollerslev, Tim
22
Zaremba, Adam
20
Damodaran, Aswath
18
D'Amico, Stefania
16
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16
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15
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12
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Todorov, Viktor
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11
Nitschka, Thomas
11
Sarno, Lucio
11
Wei, Min
11
Wickens, Michael R.
11
Bekaert, Geert
10
Gupta, Rangan
10
Hagen, Jürgen von
10
Kim, Don H.
10
Zinna, Gabriele
10
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9
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ECONIS (ZBW)
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1
Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011579683
Saved in:
2
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
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
Saved in:
4
An asset market integration test based on observable macroeconomic stochastic discount factors
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837653
Saved in:
5
An asset market integration test based on observable macroeconomic stochastic discount factors
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Mike R.
- In:
Exchange rates, capital flows and policy
,
(pp. 204-223)
.
2005
Persistent link: https://www.econbiz.de/10002553339
Saved in:
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