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The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.; Sun, Licheng; Sun, Yong - In: Journal of financial markets 12 (2009) 3, pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
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Predicting the equity premium with a high-threshold risk level and the price of risk
Bansal, Naresh K.; Stivers, Christopher T. - 2025
Persistent link: https://www.econbiz.de/10015396001
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Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 42 (2022) 8, pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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Bond risk's role in the equity risk-return tradeoff
Bansal, Naresh K.; Stivers, Christopher T. - In: Journal of financial markets 60 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013397895
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The role of U.S. market on international risk-return tradeoff relations
Sun, Licheng; Meng, Liang; Najand, Mohammad - In: The financial review : the official publication of the … 52 (2017) 3, pp. 499-526
Persistent link: https://www.econbiz.de/10011734607