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Journal of financial economics
University of California at Los Angeles, Anderson Graduate School of Management
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There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
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2
Do industries lead stock markets?
Hong, Harrison G.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 367-396
Persistent link: https://www.econbiz.de/10003425449
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
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5
Dynamic asset (mis)pricing : build-up versus resolution anomalies
Binsbergen, Jules H. van
;
Boons, Martijn
;
Opp, Christian
; …
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 406-431
Persistent link: https://www.econbiz.de/10013549854
Saved in:
6
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
7
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
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8
Persistent and transitory components of firm characteristics : implications for asset pricing
Yara, Fahiz Baba
;
Boons, Martijn
;
Tamoni, Andrea
- In:
Journal of financial economics
154
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015072197
Saved in:
9
Long-horizon regressions : theoretical results and applications
Valkanov, Rossen
- In:
Journal of financial economics
68
(
2003
)
2
,
pp. 201-232
Persistent link: https://www.econbiz.de/10001752238
Saved in:
10
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10006500590
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