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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
~subject:"China"
~subject:"Forecasting model"
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Search: subject:"Risk premium"
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China
Forecasting model
Risikoprämie
116
Risk premium
116
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51
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51
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51
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42
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42
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Long, Huaigang
4
Zaremba, Adam
3
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2
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2
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Kam Fong Chan
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Journal of economic dynamics & control
Pacific-Basin finance journal
Finance research letters
30
Journal of financial economics
30
Journal of banking & finance
27
Journal of empirical finance
23
International review of economics & finance : IREF
20
NBER working paper series
15
International review of financial analysis
14
Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international money and finance
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Working paper / National Bureau of Economic Research, Inc.
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International journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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CREATES research paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research in international business and finance
7
The journal of futures markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Discussion paper / Centre for Economic Policy Research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Quantitative finance
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Bank of Finland Research Discussion Paper
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ECONIS (ZBW)
25
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1
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
2
Political turnover and corporate credit spread : evidence from China
Fu, Lili
;
Chen, Zhen
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491162
Saved in:
3
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
Saved in:
4
Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges
;
Becker, Ying
;
Han, Ki C.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463244
Saved in:
5
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
6
Equity overvaluation, insider trading activity, and M&A premium : evidence from China
Zhang, Yongshen
;
Zhang, Qing
;
Yu, Xiaoliang
;
Ma, Qiushu
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463272
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Predicting the Australian equity
risk
premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
9
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
10
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
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