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A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - In: Financial management 40 (2011) 2, pp. 381-407
Persistent link: https://www.econbiz.de/10009316482
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Real and nominal equilibrium yield curves
Hsu, Alex; Li, Erica X. N.; Palomino, Francisco - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
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Does history repeat itself? : business cycle and industry returns
Chava, Sudheer; Hsu, Alex; Zeng, Linghang - In: Journal of monetary economics 116 (2020), pp. 201-218
Persistent link: https://www.econbiz.de/10012495172
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The economics of security analysis
Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
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Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex; Palomino, Francisco; Qian, Liang - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476