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Records found: 21

DP16629	Monetary Policy and Bond Prices with Drifting Equilibrium Rates Author(s): Carlo A. Favero, Alessandro Melone and Andrea Tamoni Published: October 2021
DP16357	Equity premium predictability over the business cycle Author(s): Emanuel Moench and Tobias Stein Published: July 2021
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
DP15028	Informed Trading in Government Bond Markets Author(s): Dong Lou Published: July 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 21