1

Short-Term Interest Rates and Stock Market Anomalies

Year:
2017
Language:
english
File:
PDF, 526 KB
english, 2017
2

Economic activity and momentum profits: further evidence

Year:
2018
Language:
english
File:
PDF, 776 KB
english, 2018
4

Return decomposition and the Intertemporal CAPM

Year:
2013
Language:
english
File:
PDF, 1.48 MB
english, 2013
6

Intertemporal CAPM with Conditioning Variables

Year:
2013
Language:
english
File:
PDF, 485 KB
english, 2013
7

Asset Growth, Profitability, and Investment Opportunities

Year:
2018
Language:
english
File:
PDF, 494 KB
english, 2018
8

Macro variables and the components of stock returns

Year:
2015
Language:
english
File:
PDF, 368 KB
english, 2015
9

The Risk-Return Tradeoo Among Equity Factors

Year:
2018
Language:
english
File:
PDF, 345 KB
english, 2018
11

Interest Rate Risk and the Cross Section of Stock Returns

Year:
2014
Language:
english
File:
PDF, 291 KB
english, 2014
12

Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns

Year:
2016
Language:
english
File:
PDF, 386 KB
english, 2016
13

Multifactor models and their consistency with the ICAPM

Year:
2012
Language:
english
File:
PDF, 529 KB
english, 2012
16

Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns

Year:
2016
Language:
english
File:
PDF, 499 KB
english, 2016
18

Value, Momentum, and Short-Term Interest Rates

Year:
2011
Language:
english
File:
PDF, 544 KB
english, 2011
22

Another Look at the Stock Return Response to Monetary Policy Actions

Year:
2012
Language:
english
File:
PDF, 781 KB
english, 2012
24

What Drives Q and Investment Fluctuations?

Year:
2017
Language:
english
File:
PDF, 393 KB
english, 2017
25

Stock Market Ambiguity and the Equity Premium

Year:
2014
Language:
english
File:
PDF, 1.71 MB
english, 2014
27

A Simple Model that Helps Explaining the Accruals Anomaly

Year:
2015
Language:
english
File:
PDF, 550 KB
english, 2015
28

The Long-Run Relation between Returns, Earnings, and Dividends

Year:
2012
Language:
english
File:
PDF, 666 KB
english, 2012
37

An extensible argument-based ontology matching negotiation approach

Year:
2014
Language:
english
File:
PDF, 2.47 MB
english, 2014
39

Interest Rate Risk and the Cross-Section of Stock Returns

Year:
2012
Language:
english
File:
PDF, 423 KB
english, 2012
42

Cross-sectional return dispersion and the equity premium

Year:
2015
Language:
english
File:
PDF, 773 KB
english, 2015
43

The Risk-Return Tradeoff Among Equity Factors

Year:
2017
Language:
english
File:
PDF, 468 KB
english, 2017
45

New Evidence on Conditional Factor Models

Year:
2015
File:
PDF, 638 KB
2015
50

Equity Risk Factors and the Intertemporal CAPM

Year:
2015
Language:
english
File:
PDF, 517 KB
english, 2015