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Equity premium estimates from economic fundamentals under structural breaks
Smith, Simon C. - In: International review of financial analysis 52 (2017), pp. 49-61
Persistent link: https://www.econbiz.de/10011868696
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Time-variation, multiple testing, and the factor zoo
Smith, Simon C. - In: International review of financial analysis 84 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013472944
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International stock return predictability
Smith, Simon C. - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255884