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Diversification in lottery-like features and portfolio pricing discount : evidence from closed-end funds
Liu, Xin - In: Journal of empirical finance 62 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012693292
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Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga - In: Journal of empirical finance 18 (2011) 2, pp. 248-270
Persistent link: https://www.econbiz.de/10009301122
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Evaluating alternative methods for testing asset pricing models with historical data
Lozano-Banda, Martín; Rubio, Gonzalo - In: Journal of empirical finance 18 (2011) 1, pp. 136-146
Persistent link: https://www.econbiz.de/10009301158
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Price and earnings momentum : an explanation using return decomposition
Mao, Mike Qinghao; Wei, K. C. John - In: Journal of empirical finance 28 (2014), pp. 332-351
Persistent link: https://www.econbiz.de/10011285623
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - In: Journal of empirical finance 38 (2016), pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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A comparison of alternative cash flow and discount rate news proxies
Khimich, Natalya - In: Journal of empirical finance 41 (2017), pp. 31-52
Persistent link: https://www.econbiz.de/10011746958
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Factor correlation and the cross section of asset returns : a correlation-robust machine learning approach
Sun, Chuanping - In: Journal of empirical finance 77 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014578566
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Coincident and leading indicators of the stock market
Chauvet, Marcelle; Potter, Simon M. - In: Journal of empirical finance 7 (2000) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10001511701
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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Testing for a time-varying risk premium in the returns to US farmland
Hanson, Steven D. - In: Journal of empirical finance 2 (1995) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10001203343