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~accessRights:"free"
~isPartOf:"Discussion paper / LSE Financial Markets Group"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~language:"eng"
~language:"spa"
~subject:"Capital income"
~type:"book"
~type_genre:"Working Paper"
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8
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1
Scale or yield? : a present-value identity
Cho, Thummim
;
Kremens, Lukas
;
Lee, Dongryeol
;
Polk, …
-
2024
Persistent link: https://www.econbiz.de/10014517268
Saved in:
2
Informed trading in government bond markets
Czech, Robert
;
Huang, Shiyang
;
Lou, Dong
;
Wang, Tianyu
-
2021
-
This draft: January 2021
Persistent link: https://www.econbiz.de/10012610910
Saved in:
3
Why don't most mutual funds short sell?
An, Li
;
Huang, Shiyang
;
Lou, Dong
;
Shi, Jiahong
-
2021
-
This draft: June 2021
Persistent link: https://www.econbiz.de/10012610916
Saved in:
4
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012205744
Saved in:
5
Asset pricing vs asset expected returning in factor models
Favero, Carlo A.
;
Melone, Alessandro
-
2019
-
This version: July, 2019
Persistent link: https://www.econbiz.de/10012110349
Saved in:
6
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
Saved in:
7
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
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8
The dynamics of expected returns : evidence from multi-scale time series modeling
Bianchi, Daniele
;
Tamoni, Andrea
-
2016
Persistent link: https://www.econbiz.de/10011488067
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
A tug of war : overnight versus intraday expected returns
Lou, Dong
;
Polk, Christopher
;
Skouras, Spyros
-
2015
Persistent link: https://www.econbiz.de/10011474141
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