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Records found: 10
| DP16958 |
Asset Pricing with and without Garbage: The Overlooked Triple-Hypothesis Problem Author(s): Stefanos Delikouras and George Korniotis Published: January 2022 |
| DP15610 |
The Expected Return on Risky Assets: International Long-run Evidence Author(s): Dmitry Kuvshinov and Kaspar Zimmermann Published: December 2020 |
| DP13049 |
Factors that Fit the Time Series and Cross-Section of Stock Returns Author(s): Martin Lettau and Markus Pelger Published: July 2018 |
| DP12926 |
Estimating Latent Asset-Pricing Factors Author(s): Martin Lettau and Markus Pelger Published: May 2018 |
| DP11608 |
What is the Expected Return on a Stock? Author(s): Ian Martin and Christian Wagner Published: November 2016 |
| DP10681 |
An Intertemporal CAPM with Stochastic Volatility Author(s): John Y Campbell, Stefano W Giglio, Christopher Polk and Robert Turley Published: June 2015 |
| DP8303 |
Expectations, Liquidity, and Short-term Trading Author(s): Giovanni Cespa and Xavier Vives Published: March 2011 |
| DP5243 |
The (Bad?) Timing of Mutual Fund Investors Author(s): Oded Braverman, Shmuel Kandel and Avi Wohl Published: September 2005 |
| DP3494 |
Liquidity Risk and Expected Stock Returns Author(s): Lubos Pástor and Robert F. Stambaugh Published: August 2002 |
| DP3105 |
Measuring and Modelling Variation in the Risk-Return Trade-off Author(s): Martin Lettau and Sydney C. Ludvigson Published: December 2001 |
Records Found 10