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Testing the CAPM across observed and fundamental returns

Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636

Persistent link: https://www.econbiz.de/10009153240

Investor perceptions and volatility within a risk-return framework

Berger, Dave - In: Applied financial economics 20 (2010) 13/15, pp. 1003-1010

Persistent link: https://www.econbiz.de/10009010335

Financial turbulence and beta estimation

Berger, Dave - In: Applied financial economics 23 (2013) 1/3, pp. 251-263

Persistent link: https://www.econbiz.de/10009718964

Investor sentiment : a retail trader activity approach

Berger, Dave - In: Review of accounting & finance 21 (2022) 2, pp. 61-82

Persistent link: https://www.econbiz.de/10013368242

Time variability in market risk aversion

Berger, Dave; Turtle, Harry J. - In: The journal of financial research 32 (2009) 3, pp. 285-307

Persistent link: https://www.econbiz.de/10003966449

Human Capital Valuation, Asset Pricing, and Economic Development

Berger, Dave; Pukthuanthong, Kuntara; Roll, Richard - 2023

Human capital is the largest component of aggregate wealth, but its relation to other macroeconomic and financial variables is opaque. Using historical costs or expected income, valuing human capital is characterized by substantial measurement errors. We construct a human capital index using...

Persistent link: https://www.econbiz.de/10014254317