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isPartOf:"Handbook of the equity risk premium"
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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Handbook of the equity risk premium
The review of financial studies
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
221
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1
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
2
The return expectations of public pension funds
Andonov, Aleksandar
;
Rauh, Joshua
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3777-3822
Persistent link: https://www.econbiz.de/10013350123
Saved in:
3
Macroeconomic attention and announcement risk premia
Fisher, Adlai
;
Martineau, Charles
;
Sheng, Jinfei
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5057-5093
Persistent link: https://www.econbiz.de/10013400154
Saved in:
4
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
5
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
6
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
7
Which stock price component drives the Amihud illiquidity premium?
Kim, Jinyong
;
Kim, Yongsik
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
Saved in:
8
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
9
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
10
Trendy business cycles and asset prices
Davis, Jesse
;
Segal, Gill
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2509-2570
Persistent link: https://www.econbiz.de/10014320679
Saved in:
11
Counterparty risk : implications for network linkages and asset prices
Grigoris, Fotis
;
Hu, Yunzhi
;
Segal, Gill
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 814-858
Persistent link: https://www.econbiz.de/10013547886
Saved in:
12
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
13
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
14
Belief-driven growth slowdowns and zero-bounded risk-free rate
Zhang, Xiaoge
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013413532
Saved in:
15
The risk-return relation in the corporate loan market
Duran, Miguel A.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013449103
Saved in:
16
Deriving equity risk premium using dividend futures
Časta, Martin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
Saved in:
17
Asset pricing with fading memory
Nagel, Stefan
;
Xu, Zhengyang
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2190-2245
Persistent link: https://www.econbiz.de/10013188954
Saved in:
18
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
19
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
Saved in:
20
Do investment-based models explain equity returns? : evidence from Euler equations
Delikouras, Stefanos
;
Dittmar, Robert F.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3823-3866
Persistent link: https://www.econbiz.de/10013350124
Saved in:
21
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
22
Risk price variation : the missing half of empirical asset pricing
Patton, Andrew J.
;
Weller, Brian M.
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5127-5184
Persistent link: https://www.econbiz.de/10013400158
Saved in:
23
Term structure of risk in expected returns
Zviadadze, Irina
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
Saved in:
24
Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching
;
Van Quoc Thinh Nguyen
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012667370
Saved in:
25
Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
Saved in:
26
Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012822218
Saved in:
27
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
28
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
29
Illiquidity and stock returns II : cross-section and time-series effects
Amihud, Yakov
;
Noh, Joonki
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2101-2123
Persistent link: https://www.econbiz.de/10012504735
Saved in:
30
How is liquidity priced in global markets?
Chaieb, Ines
;
Errunza, Vihang R.
;
Langlois, Hugues
- In:
The review of financial studies
34
(
2021
)
9
,
pp. 4216-4268
Persistent link: https://www.econbiz.de/10012621495
Saved in:
31
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi
;
Lin, Xi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
Saved in:
32
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
Saved in:
33
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
34
Idiosyncratic jump risk matters : evidence from equity returns and options
Bégin, Jean-François
;
Dorion, Christian
;
Gauthier, …
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 155-211
Persistent link: https://www.econbiz.de/10012135546
Saved in:
35
On the asset market view of exchange rates
Burnside, Craig
;
Graveline, Jeremy J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 239-260
Persistent link: https://www.econbiz.de/10012135553
Saved in:
36
Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul
;
Al-Titi, Omar
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
Saved in:
37
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
38
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
39
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
40
Equity premium prediction and optimal portfolio decision with Bagging
Yin, Anwen
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012665108
Saved in:
41
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
42
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
43
Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666019
Saved in:
44
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
45
Compensation for illiquidity in China : evidence from an alternative measure
Zhang, Yiming
;
Wang, Guanying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012632193
Saved in:
46
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
47
Testing for multiple-horizon predictability : direct regression based versus implication based
Xu, Ke-Li
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4403-4443
Persistent link: https://www.econbiz.de/10012387376
Saved in:
48
The collateralizability premium
Ai, Hengjie
;
Li, Jun E.
;
Li, Kai
;
Schlag, Christian
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
Saved in:
49
Production networks and stock returns : the role of vertical creative destruction
Gofman, Michael
;
Segal, Gill
;
Wu, Youchang
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5856-5905
Persistent link: https://www.econbiz.de/10012387493
Saved in:
50
Competition, markups, and predictable returns
Corhay, Alexandre
;
Kung, Howard
;
Schmid, Lukas
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5906-5939
Persistent link: https://www.econbiz.de/10012387496
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