Semi-Strong Factors in Asset Returns

SSRN Electronic Journal
doi 10.2139/ssrn.3419446
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns

Journal of Banking and Finance
EconomicsEconometricsFinance
2019English

Asset Returns and Financial Fragility

SSRN Electronic Journal
2016English

Asset Returns With Earnings Management

SSRN Electronic Journal
2010English

Displacement Risk and Asset Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2012English

Do the Common Risk Factors Always Capture Strong Variation in Stock Returns?

Journal of Asset Management
Information SystemsManagementInternational ManagementBusinessStrategy
2008English

Models for Heavy-Tailed Asset Returns

2011English

Short Rates and Expected Asset Returns

1990English

Cyclical Asset Returns in the Consumption and Investment Goods Sector

Review of Economic Dynamics
EconomicsEconometrics
2018English

Asset Returns, the Business Cycle and the Labor Market

German Economic Review
EconomicsEconometrics
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy