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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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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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Corporate governance and costs of equity : theory and evidence
Li, Di; Li, Erica X. N. - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10011818788
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Nominal rigidities, asset returns, and monetary policy
Li, Erica X. N.; Palomino, Francisco - In: Journal of monetary economics 66 (2014), pp. 210-225
Persistent link: https://www.econbiz.de/10010482349
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Is value riskier than growth?
Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 78 (2005) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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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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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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Does fiscal policy matter for stock-bond return correlation?
Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - In: Journal of monetary economics 128 (2022), pp. 20-34
Persistent link: https://www.econbiz.de/10013395974