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~person:"Artmann, Sabine"
~person:"Campbell, John Y."
~subject:"Share price"
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Artmann, Sabine
Campbell, John Y.
Zaremba, Adam
41
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23
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23
Harvey, Campbell R.
19
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16
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ECONIS (ZBW)
23
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11
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11
The Cross-Section of German Stock Returns : New Data and New Evidence
Artmann, Sabine
-
2010
-to-market, and momentum. Second, we use this data set to perform
asset
pricing
tests for the German equity market. Specifically, we … demonstrate that the results of
asset
pricing
tests are sensitive to the choice of test assets …
Persistent link: https://www.econbiz.de/10013139690
Saved in:
12
Hard Times
Campbell, John Y.
-
2010
, estimated imposing the cross-sectional restrictions of the intertemporal capital
asset
pricing
model (ICAPM). As stock returns …
Persistent link: https://www.econbiz.de/10013139890
Saved in:
13
The Long-Run Risks Model and Aggregate Asset Prices : An Empirical Assessment
Beeler, Jason
-
2009
The long-run risks model of asset prices explains stock price variation as a response to persistent fluctuations in the mean and volatility of aggregate consumption growth, by a representative agent with a high elasticity of intertemporal substitution. This paper documents several empirical...
Persistent link: https://www.econbiz.de/10012463859
Saved in:
14
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
15
The cross-section of German stock returns : new data and new evidence
Artmann, Sabine
;
Finter, Philipp
;
Kempf, Alexander
; …
- In:
Schmalenbach business review : sbr
64
(
2012
)
1
,
pp. 20-43
Persistent link: https://www.econbiz.de/10009419592
Saved in:
16
Determinants of expected stock returns : large sample evidence from the German market
Artmann, Sabine
;
Finter, Philipp
;
Kempf, Alexander
- In:
Journal of business finance & accounting : JBFA
39
(
2012
)
5/6
,
pp. 758-784
Persistent link: https://www.econbiz.de/10009575814
Saved in:
17
Predicting financial distress and the performance of distressed stocks
Campbell, John Y.
;
Hilscher, Jens
;
Szilagyi, Jan
- In:
Journal of investment management : JOIM
9
(
2011
)
2
,
pp. 14-34
Persistent link: https://www.econbiz.de/10009305618
Saved in:
18
Predicting Financial Distress and the Performance of Distressed Stocks
Campbell, John Y.
-
2011
In this paper, we consider the measurement and pricing of distress risk.We present a model of corporate failure in which accounting and market-based measures forecast the likelihood of future financial distress. Our best model is more accurate than leading alternative measures of corporate...
Persistent link: https://www.econbiz.de/10013125775
Saved in:
19
Where Do Betas Come from? Asset Price Dynamics and the Sources of Systematic Risk
Campbell, John Y.
-
2002
return effects. The paper also shows how
asset
pricing
theory restricts the expected excess return components of betas …
Persistent link: https://www.econbiz.de/10012787489
Saved in:
20
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
-
2010
, estimated imposing the cross-sectional restrictions of the intertemporal capital
asset
pricing
model (ICAPM). As stock returns …
Persistent link: https://www.econbiz.de/10003995034
Saved in:
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