Similar Search Results

Changes in expected security returns, risk, and the level of interest rates

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217

Persistent link: https://www.econbiz.de/10001080362

Are the latent variables in time-varying expected returns compensation for consumption risk?

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 397-429

Persistent link: https://www.econbiz.de/10001089800

Economic, financial, and fundamental global risk inside and outside the EMU

Ferson, Wayne E.; Harvey, Campbell R. - In: Swedish economic policy review 6 (1999) 1, pp. 123-184

Persistent link: https://www.econbiz.de/10001403943

Economic, financial, and fundamental global risk in and out of the EMU

Ferson, Wayne E.; Harvey, Campbell R. - 1999

Persistent link: https://www.econbiz.de/10001370322

Predictability and time-varying risk in world equity markets

Ferson, Wayne E. - In: Research in finance 13 (1995), pp. 25-88

Persistent link: https://www.econbiz.de/10001201311

The "out-of-sample" performance of long run risk models

Ferson, Wayne E.; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556

Persistent link: https://www.econbiz.de/10009730611

Information Choice, Uncertainty, and Expected Returns

Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - 2023

We investigate how information choices impact equity returns and risk. Building on an existing theoretical model of information and investment choice, we estimate a learning index that reflects the expected benefits of learning about an asset. High learning index stocks have lower future returns...

Persistent link: https://www.econbiz.de/10014355075

Bringing leased assets onto the balance sheet

Cornaggia, Kimberly J.; Franzen, Laurel A.; Simin, … - In: The journal of corporate finance : contracting, … 22 (2013), pp. 345-360

Persistent link: https://www.econbiz.de/10010126771

Can growth options explain the trend in idiosyncratic risk?

Cao, Charles Q.; Simin, Timothy T.; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2633

Persistent link: https://www.econbiz.de/10003805096

Information choice, uncertainty, and expected returns

Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - In: The review of financial studies 34 (2021) 12, pp. 5977-6031

Persistent link: https://www.econbiz.de/10012694513