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Results of search for return predictability
Records found: 17
| 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 |
| DP12760 |
Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018 |
| 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 |
| 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 |
| DP9377 |
Forecasting Stock Returns under Economic Constraints Author(s): Davide Pettenuzzo, Allan Timmermann and Rossen Valkanov Published: March 2013 |
| DP8150 |
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals Author(s): Geert Bekaert and Eric Engstrom Published: December 2010 |
| DP6694 |
Bond Supply and Excess Bond Returns Author(s): Robin Greenwood and Dimitri Vayanos Published: February 2008 |
| DP6374 |
Institutional Trade Persistence and Long-Term Equity Returns Author(s): Amil Dasgupta, Andrea Prat and Michela Verardo Published: July 2007 |
| DP5951 |
Stock and Bond Returns with Moody Investors Author(s): Geert Bekaert, Eric Engstrom and Steve Grenadier Published: November 2006 |
| DP5946 |
Liquidity and Expected Returns: Lessons from Emerging Markets Author(s): Geert Bekaert, Campbell Harvey and Christian T Lundblad Published: November 2006 |
| DP5261 |
Rational Inattention: A Solution to the Forward Discount Puzzle Author(s): Philippe Bacchetta and Eric van Wincoop Published: October 2005 |
| DP3353 |
Momentum and Turnover: Evidence from the German Stock Market Author(s): Markus Glaser and Martin Weber Published: April 2002 |
Records Found 17