Discussion paper DP11837 Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 6 Feb 2017 Financial Economics G12 G14 H25 O24
Discussion paper DP10392 Stock Market Returns, Corporate Governance and Capital Market Equilibrium Ernst-Ludwig von Thadden Bruno Parigi 8 Feb 2015 Financial Economics G32 G38 K22
VoxEU Column Employee satisfaction and firm value: A global perspective Alex Edmans 25 Jul 2014 Labour Markets Microeconomic regulation Productivity and Innovation
Discussion paper DP9570 Nonparametric Predictive Regression Elena Andreou 21 Jul 2013 Financial Economics C22 C32
Discussion paper DP9022 The Wealth-Consumption Ratio Adrien Verdelhan Stijn Van Nieuwerburgh Hanno Lustig 24 Jun 2012 Financial Economics E21 G10 G12
VoxEU Column Crisis “shock factors” and the cross-section of global equity returns Inessa Love Maria Soledad Martínez Pería Charles Calomiris 11 Dec 2010 Global crisis International Finance
Discussion paper DP7227 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks Michael R. Wickens Peter N Smith Steffen Sorensen 22 Mar 2009 Financial Economics International Macroeconomics C32 C51 E44 G12
Discussion paper DP6166 The Impact of Oil Price Shocks on the U.S. Stock Market Lutz Kilian Cheolbeom Park 9 Mar 2007 Financial Economics G12 Q43
Discussion paper DP5614 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency Patrick Minford David Peel David Meenagh 4 Apr 2006 International Macroeconomics C15 C5 G14
Discussion paper DP5355 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability Martin Lettau Stijn Van Nieuwerburgh 15 Nov 2005 Financial Economics C12 C22 G1
Discussion paper DP3681 Financial Development and Stock Returns: A Cross-Country Analysis Harris Dellas Martin Hess 28 Jan 2002 Financial Economics International Macroeconomics G15 O10
Discussion paper DP2223 Consumption, Aggregate Wealth and Expected Stock Returns Martin Lettau Sydney Ludvigson 30 Sep 1999 Financial Economics International Macroeconomics E21 G10