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Human capital quality and stock returns

Bae, Jaewan; Kang, Jangkoo - In: Journal of banking & finance 152 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014463267

Predicting long-run risk factors of stock returns : evidence from Australia

Banerjee, Rajabrata; Cavoli, Tony; McIver, Ron; Meng, … - In: Australian economic papers 62 (2023) 3, pp. 377-395

Persistent link: https://www.econbiz.de/10014380845

Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns

Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79

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News Shocks, Long-Run Risk, and Asset Returns

Kim, Soohun - 2017

news shock, which reflects future technological improvements in the production of investment goods such as computers …-run consumption risk hypothesis, we find that the IST news shock carries a significantly positive risk premium in the cross section of …

Persistent link: https://www.econbiz.de/10012972792

Credit rating downgrade risk on equity returns

Brakatsoulas, Periklis; Kukacka, Jiri - 2020

across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger …

Persistent link: https://www.econbiz.de/10012242861

Skewness and Co-Skewness in Bond Returns

Chiang, I-Hsuan Ethan - 2016

Bond skewness and coskewness (i.e., bond return comovement with market volatility) are both time varying, with cross-sectional variation driven by maturity and credit rating. Other things being equal, longer maturity bonds have lower skewness, and lower coskewness with respect to the bond market...

Persistent link: https://www.econbiz.de/10013004337