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Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
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Factor value
Zhang, Shaojun - 2023
Persistent link: https://www.econbiz.de/10014474913
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Distorted beliefs and asset prices
Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea; … - 2024
Persistent link: https://www.econbiz.de/10015130710
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Multifactor models and their consistency with the ICAPM
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial economics 106 (2012) 3, pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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Cross-sectional return dispersion and the equity premium
Maio, Paulo - In: Journal of financial markets 29 (2016), pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
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Bond variance risk premia
Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012
Persistent link: https://www.econbiz.de/10009552228
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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Cross-sectional factor dynamics and momentum returns
Avramov, Doron; Hore, Satadru - In: Journal of financial markets 32 (2017), pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
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Value return predictability across asset classes and commonalities in risk premia
Yara, Fahiz Baba; Boons, Martijn; Tamoni, Andrea - In: Review of finance : journal of the European Finance … 25 (2021) 2, pp. 449-484
Persistent link: https://www.econbiz.de/10012546171