Discussion paper DP17370 Relative Investor Sentiment Measurement Kees Koedijk Xiang Gao Thomas Walther Zhan Wang 9 Jun 2022 Financial Economics G12 G14
Discussion paper DP16357 Equity premium predictability over the business cycle Emanuel Moench Tobias Stein 12 Sep 2021 Financial Economics E32 E37 C53 G11 G17
Discussion paper DP16029 The Distribution of Investor Beliefs, Stock Ownership and Stock Returns Gikas Hardouvelis Georgios Karalas Dimitri Vayanos 12 Apr 2021 Financial Economics G10 G11 G12 G23
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 DP15028 Informed Trading in Government Bond Markets Dong Lou 10 Jul 2020 Financial Economics
Discussion paper DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Carlo A. Favero Alessandro Melone 17 Feb 2020 Financial Economics C38 G11 G17
Discussion paper DP14115 The Leverage Factor: Credit Cycles and Asset Returns Alan M. Taylor Josh Davis 12 Nov 2019 Economic History Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E17 E20 E21 E32 E44 G01 G11 G12 G17 G21 N10
Discussion paper DP12760 Expected Correlation and Future Market Returns Adrian Buss Grigory Vilkov Lorenzo Schönleber 19 Dec 2018 Financial Economics G11 G12 G13 G17
Discussion paper DP11645 Implications of Return Predictability across Horizons for Asset Pricing Models Carlo A. Favero Andrea Tamoni 18 Nov 2016 International Macroeconomics and Finance G12 E21 E32 E44
Discussion paper DP11455 Expected skewness and momentum Martin Weber 23 Aug 2016 Financial Economics G12 G14
Discussion paper DP10629 Financial Markets where Traders Neglect the Informational Content of Prices Dimitri Vayanos Matthew Rabin Erik Eyster 31 May 2015 Financial Economics D53 D84 G02 G11 G12 G14
Discussion paper DP10601 Expected Skewness and Momentum Martin Weber Heiko Jacobs 17 May 2015 Financial Economics G12 G14