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~isPartOf:"Journal of financial economics"
~isPartOf:"SFB 649 Discussion Paper 2008-036"
~person:"Lewellen, Jonathan"
~person:"Schmeling, Maik"
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Lewellen, Jonathan
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Journal of financial economics
SFB 649 Discussion Paper 2008-036
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ECONIS (ZBW)
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Expected Inflation, Expected Stock Returns, and Money Illusion : What Can We Learn from Survey Expectations?
Schmeling, Maik
-
2010
We show empirically that survey-based measures of expected inflation are significant and strong predictors of future aggregate stock returns in several industrialized countries both in-sample and out-of-sample. Empirically discriminating between competing sources of this return predictability by...
Persistent link: https://www.econbiz.de/10012716575
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2
Institutional investors and the limits of
arbitrage
Lewellen, Jonathan
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10009308288
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3
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
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4
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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5
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
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