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Records found: 25

DP16029	The Distribution of Investor Beliefs, Stock Ownership and Stock Returns Author(s): Gikas Hardouvelis, Georgios Karalas and Dimitri Vayanos Published: April 2021
DP15610	The Expected Return on Risky Assets: International Long-run Evidence Author(s): Dmitry Kuvshinov and Kaspar Zimmermann Published: December 2020
DP15305	Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Author(s): Ilias Filippou, David Rapach, Mark Taylor and Guofu Zhou Published: September 2020
DP15217	Comparing Forecast Performance with State Dependence Author(s): Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan Published: August 2020
DP15028	Informed Trading in Government Bond Markets Author(s): Dong Lou Published: July 2020
DP14468	The Big Bang: Stock Market Capitalization in the Long Run Author(s): Dmitry Kuvshinov and Kaspar Zimmermann Published: March 2020
DP14417	Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Author(s): Carlo A. Favero and Alessandro Melone Published: March 2020
DP14115	The Leverage Factor: Credit Cycles and Asset Returns Author(s): Josh Davis and Alan M. Taylor Published: November 2019
DP13463	Good Carry, Bad Carry Author(s): Geert Bekaert and George Panayotov Published: January 2019
DP12885	Pockets of Predictability Author(s): Leland Farmer, Lawrence Schmidt and Allan Timmermann Published: April 2018
DP12827	The Levered Equity Risk Premium and Credit Spreads: A Unified Framework Author(s): Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya Strebulaev Published: March 2018
DP12760	Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018
DP12657	Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018
DP12617	Government Debt and the Returns to Innovation Author(s): Mariano Massimiliano Croce, Thiên Tung Nguyen, Steve Raymond and Lukas Schmid Published: January 2018
DP11970	The Quanto Theory of Exchange Rates Author(s): Lukas Kremens and Ian Martin Published: April 2017
DP11645	Implications of Return Predictability across Horizons for Asset Pricing Models Author(s): Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang Published: November 2016
DP11455	Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016
DP11324	Currency Value Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: June 2016
DP10629	Financial Markets where Traders Neglect the Informational Content of Prices Author(s): Erik Eyster, Matthew Rabin and Dimitri Vayanos Published: May 2015
DP10601	Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015
DP10151	The Impact of Hedge Funds on Asset Markets Author(s): Mathias Kruttli, Andrew J Patton and Tarun Ramadorai Published: September 2014
DP9771	Carry Author(s): Ralph Koijen, Tobias J Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt Published: December 2013
DP9570	Nonparametric Predictive Regression Author(s): Elena Andreou, Ioannis Kasparis and Peter C. B. Phillips Published: July 2013
DP9549	Volatility Risk Premia and Exchange Rate Predictability Author(s): Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno Published: July 2013
DP9528	Economic Cycles and Expected Stock Returns Author(s): Alessandro Beber, Michael Brandt and Maurizio Luisi Published: June 2013

Records Found 25