1

Time-varying expected momentum profits

Year:
2014
Language:
english
File:
PDF, 2.13 MB
english, 2014
2

Macroeconomic risk and the cross-section of stock returns

Year:
2011
Language:
english
File:
PDF, 743 KB
english, 2011
3

Future labor income growth and the cross-section of equity returns

Year:
2011
Language:
english
File:
PDF, 512 KB
english, 2011
4

Are good-news firms riskier than bad-news firms?

Year:
2012
Language:
english
File:
PDF, 338 KB
english, 2012
5

Momentum and Downside Risk

Year:
2016
Language:
english
File:
PDF, 1.54 MB
english, 2016
23

Colored ACD and its application

Year:
2016
Language:
english
File:
PDF, 3.90 MB
english, 2016