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Sentiment risk premia in the c...
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1
Essays on asset pricing and portfolio optimization
Koeppel, Christian
-
2021
pricing
theory
of Shefrin and Belotti (2008) and (partially) resolves the pricing puzzles of small extreme growth, small …
Persistent link: https://www.econbiz.de/10012651028
Saved in:
2
Behavioral preferences and beliefs in asset pricing
Gertsman, Gleb
-
2023
Persistent link: https://www.econbiz.de/10014285188
Saved in:
3
Aggregate expected investment growth and stock market returns
Li, Jun
;
Wang, Huijun
;
Yu, Jianfeng
- In:
Journal of monetary economics
117
(
2021
),
pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
Saved in:
4
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
5
Asset pricing and impact investing with pro-environmental preferences
Zerbib, Olivier David
-
2020
Persistent link: https://www.econbiz.de/10012312117
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6
Investor sentiment and skewness risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
7
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10015179991
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8
Essays in empirical asset pricing and international finance
Niu, Zilong
-
2020
Persistent link: https://www.econbiz.de/10012172860
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9
On free markets, income inequality, happiness and trust
Lous, Bjorn
-
2020
Persistent link: https://www.econbiz.de/10012154491
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10
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya
;
Nam, Kiseok
;
Wang, Xuewu
- In:
Review of financial economics : RFE
41
(
2023
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
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