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Market timing over the business cycle
Sander, Magnus - In: Journal of empirical finance 46 (2018), pp. 130-145
Persistent link: https://www.econbiz.de/10012103439
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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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House price bubbles under the COVID-19 pandemic
Hansen, Jacob Hald; Møller, Stig Vinther; Pedersen, … - In: Journal of empirical finance 75 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014491882
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - In: Journal of empirical finance 8 (2001) 3, pp. 243-271
Persistent link: https://www.econbiz.de/10001587064
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The Danish stock and bond markets: comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - In: Journal of empirical finance 8 (2001) 3, pp. 243-272
Persistent link: https://www.econbiz.de/10007239581
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Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10009838596
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The dividend–price ratio does predict dividend growth: International evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-606
Persistent link: https://www.econbiz.de/10008436086
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710