Discussion paper DP15610 The Expected Return on Risky Assets: International Long-run Evidence Dmitry Kuvshinov Kaspar Zimmermann 27 Dec 2020 Economic History Financial Economics International Macroeconomics and Finance G12 G15 E43 E44 N20
Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
Discussion paper DP11608 What is the Expected Return on a Stock? Ian Martin 4 Nov 2016 Financial Economics G10 G12 G17 G31 G32 E22 E44
Discussion paper DP8303 Expectations, Liquidity, and Short-term Trading Xavier Vives Giovanni Cespa 21 Mar 2011 Financial Economics G10 G12 G14
Discussion paper DP3494 Liquidity Risk and Expected Stock Returns Robert F. Stambaugh Luboš Pástor 20 Aug 2002 Financial Economics G12
Discussion paper DP3105 Measuring and Modelling Variation in the Risk-Return Trade-off Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics G10 G12