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
4

Momentum and Downside Risk

Year:
2016
Language:
english
File:
PDF, 1.54 MB
english, 2016
5

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

Year:
2012
Language:
english
File:
PDF, 338 KB
english, 2012
6

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

Year:
2011
Language:
english
File:
PDF, 512 KB
english, 2011
12

An investment-based explanation for the dispersion anomaly

Year:
2019
Language:
english
File:
PDF, 403 KB
english, 2019
15

Why Has the Size Effect Disappeared?

Year:
2019
Language:
english
File:
PDF, 845 KB
english, 2019
20

Consumption growth predictability and asset prices

Year:
2019
Language:
english
File:
PDF, 1.04 MB
english, 2019