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Records found: 20

DP14570	The Maturity Premium Author(s): Maria Chaderina, Patrick Weiss and Josef Zechner Published: April 2020
DP11891	Structural breaks in panel data: Large number of panels and short length time series Author(s): Jaromir Antoch, Jan Hanousek, Lajos Horvath, Marie Huskova and Shixuan Wang Published: March 2017
DP11831	The World We Live In: Local or Global? Author(s): Kees Koedijk, Ronald J Mahieu, Jenke ter Horst and Joris van Toor Published: February 2017
DP10681	An Intertemporal CAPM with Stochastic Volatility Author(s): John Y Campbell, Stefano W Giglio, Christopher Polk and Robert Turley Published: June 2015
DP10520	Rare Events, Financial Crises, and the Cross-Section of Asset Returns Author(s): Francesco Bianchi Published: March 2015
DP10392	Stock Market Returns, Corporate Governance and Capital Market Equilibrium Author(s): Bruno Parigi, Loriana Pelizzon and Ernst-Ludwig von Thadden Published: February 2015
DP5245	Euler Equation Errors Author(s): Martin Lettau and Sydney C. Ludvigson Published: September 2005
DP4673	Equilibrium of Real Financial Markets: Theory and Experimental Evidence Author(s): Peter Bossaerts Published: October 2004
DP4070	Microeconomic Sources of Equity Risk Author(s): Michael R. Wickens Published: September 2003
DP3852	Optimal Financial Market Integration and Security Design Author(s): Viral V. Acharya and Alberto Bisin Published: March 2003
DP3749	Asset Pricing with Liquidity Risk Author(s): Viral V. Acharya and Lasse Heje Pedersen Published: February 2003
DP3482	Equilibrium Cross-Section of Returns Author(s): Joao F Gomes, Leonid Kogan and Lu Zhang Published: August 2002
DP3474	Entrepreneurial Incentives in Stock Market Economies Author(s): Viral V. Acharya and Alberto Bisin Published: July 2002
DP3145	An Evaluation of International Asset Pricing Models Author(s): Magnus Dahlquist and Torbjorn Sallstrom Published: January 2002
DP3062	The Cost of Capital in International Financial Markets: Local or Global Author(s): Kees Koedijk, Clemens J. M. Kool, Peter C Schotman and Mathijs A Van Dijk Published: November 2001
DP3034	Sovereign Risk and Return in Global Equity Markets Author(s): Ravi Bansal and Magnus Dahlquist Published: October 2001
DP2578	Basic Principles Of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets Author(s): Peter Bossaerts and Charles Plott Published: October 2000
DP2124	EMU and European Stock Market Integration Author(s): Gikas A Hardouvelis, Dimitrios Malliaropoulos and Richard Priestley Published: April 1999
DP1119	The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination Author(s): Fabio Canova and Gianni de Nicolò Published: January 1995
DP354	International CAPM: Why Has it Failed? Author(s): Stephen H Thomas and Michael R. Wickens Published: November 1989

Records Found 20