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A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
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A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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Q-theory, mispricing, and profitability premium : evidence from China
Jiang, Fuwei; Qi, Xinlin; Tang, Guohao - In: Journal of banking & finance 87 (2018), pp. 135-149
Persistent link: https://www.econbiz.de/10011962506
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Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
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The pricing of systematic liquidity risk : empirical evidence from the US stock market
Gibson, Rajna; Mougeot, Nicolas - In: Journal of banking & finance 28 (2004) 1, pp. 157-178
Persistent link: https://www.econbiz.de/10001857281
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Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
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The relationship between risk and expected return in Europe
León Valle, Ángel Manuel; Nave Pineda, Juan M.; … - In: Journal of banking & finance 31 (2007) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
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Asset pricing implications of money : new evidence
Maio, Paulo; Silva, André C. - In: Journal of banking & finance 120 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012521478