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An international dynamic asset pricing model

Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999

Persistent link: https://www.econbiz.de/10001390241

Characterizing predictable components in excess returns on equity and foreign exchange markets

Bekaert, Geert - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 467-509

Persistent link: https://www.econbiz.de/10001128131

Dividend yields and expected stock returns : alternative procedures for inference and measurement

Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386

Persistent link: https://www.econbiz.de/10001129388

The cross-section of volatility and expected returns

Zhang, Xiaoyan; Ang, Andrew; Hodrick, Robert J.; Xing, … - 2004

Persistent link: https://www.econbiz.de/10002073591

An international dynamic asset pricing model

Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - In: International tax and public finance 6 (1999) 4, pp. 597-620

Persistent link: https://www.econbiz.de/10001498560

Evaluating the specification errors of asset pricing models

Hodrick, Robert J.; Zhang, Xiaoyan - 2000

Persistent link: https://www.econbiz.de/10001470841

The cross-section of volatility and expected returns

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2004

Persistent link: https://www.econbiz.de/10002418876

Evaluating the specification errors of asset pricing models

Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of financial economics 62 (2001) 2, pp. 327-376

Persistent link: https://www.econbiz.de/10001621745

The cross-section of volatility and expected returns

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-299

Persistent link: https://www.econbiz.de/10003302327

Performance and Closed–End Funds Discounts. A Comparative Study of UK Investment Trusts and US Closed-End Funds

Guirguis, Michel - 2019

This article focuses on the importance of the traditional theories for the existence of the discount in relation to agency costs namely management performance. The argument that discounts reflect the quality of the management has been investigated in the past but the results were inconclusive....

Persistent link: https://www.econbiz.de/10012893199