Skip to contents Kim, Jeong-Ryeol [Author]; Kurz-Kim, Jeong-Ryeol [Author] The stable long-run CAPM and the cross-section of expected returns Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, Economic Research Centre, 2002 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,5,engl. Atanasov, Victoria [Author] Consumption Risk, Stock Returns, and Economic Cycles Books View online Schließen > Access https://ssrn.com/abstract=3936861 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Bollerslev, Tim [Author]; Patton, Andrew J. [Author]; Quaedvlieg, Rogier [Author] Granular Betas and Risk Premium Functions Books View online Schließen > Access https://ssrn.com/abstract=4258489 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Aramonte, Sirio [Author]; Jahan-Parvar, Mohammad R. [Author]; Rosen, Samuel [Author]; Schindler, John W. [Author] Firm-specific risk-neutral distributions : the role of CDS spreads Books View online Schließen > Access https://www.federalreserve.gov/econres/ifdp/files/ifdp1212.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Washington, DC]: Board of Governors of the Federal Reserve System, August 9, 2017 Published in: International finance discussion papers ; 121200 Schlag, Christian [Author]; Sichert, Tobias [Author] The Shape of the Pricing Kernel and Expected Option Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3708791 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Swedish House of Finance Research Paper 20-25 Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Freyberger, Joachim [Author]; Höppner, Björn [Author]; Neuhierl, Andreas [Author]; Weber, Michael [Author] Missing Data in Asset Pricing Panels Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4318135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: University of Chicago, Becker Friedman Institute for Economics Working Paper ; No. 2022-168 Freyberger, Joachim [Author]; Höppner, Björn [Author]; Neuhierl, Andreas [Author]; Weber, Michael [Author] Missing Data in Asset Pricing Panels Books View online Schließen > Access https://ssrn.com/abstract=3932438 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Chicago Booth Research Paper ; No. 22-19 Seyfi, Sina [Author] Essence of the Cross Section Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4466972 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Cao, Charles [Author]; Gempesaw, David [Author]; Simin, Timothy T. [Author] Information Choice, Uncertainty, and Expected Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3231378 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Bastianello, Federico [Author] Time-Series and Cross-Section of Risk Premia Expectations : A Bottom-Up Approach Books View online Schließen > Access https://ssrn.com/abstract=4204968 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Walter, Dominik [Author]; Weber, Rüdiger [Author] Is There An Equity Duration Premium? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4157585 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Ross, Chase P. [Author]; Ross, Landon [Author]; Ross, Sharon [Author] Cash-Hedged Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=4438742 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Published in: FEDS Working Paper ; No. 2022-55 Chen, Shan [Author]; Liu, Xujun [Author] Dissecting the Expected Investment Growth Premium Books View online Schließen > Access https://ssrn.com/abstract=4520582 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Chen, Hailiang [Author]; Hwang, Byoung-Hyoun [Author]; Peng, Zhuozhen [Author] Inside the Minds of Expected Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=4328446 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Nanyang Business School Research Paper ; No. 23-02 Seyfi, Sina [Author] Neighbouring Assets Books View online Schließen > Access https://ssrn.com/abstract=4311284 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Ross, Chase P. [Author]; Ross, Landon J. [Author]; Ross, Sharon Y. [Author] Cash-hedged stock returns Books View online Schließen > Access https://www.federalreserve.gov/econres/feds/files/2022055pap.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, June 30, 2022 Published in: Finance and economics discussion series ; 2022,55 Sarisoy, Cisil [Author]; Goeij, Peter de [Author]; Werker, Bas J. M. [Author] Linear factor models and the estimation of expected returns Books View online Schließen > Access https://www.netspar.nl//assets/uploads/p20221222_dp041_wERKER.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2022] Published in: Netspar academic series ; 2022,41 Li, Bin [Author]; Sun, Cheng [Author]; Zhou, Yang [Author] The cross section of Chinese commodity futures return Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2096232021000147/pdfft?md5=5d3cd9855b86e975ab17f0115ae89b3f&pid=1-s2.0-S2096232021000147-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of management science and engineering ; 6(2021), 2 vom: Juni, Seite 146-164 Li, Kai [Author] ; Tsou, Chi-Yang [Other]; Xu, Chenjie [Other] Learning and the Capital Age Premium Books View online Schließen > Access https://ssrn.com/abstract=3225041 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Kim, Jeong-Ryeol [Author]; Kurz-Kim, Jeong-Ryeol [Author] The stable long-run CAPM and the cross-section of expected returns Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, Economic Research Centre, 2002 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,5,engl.
Atanasov, Victoria [Author] Consumption Risk, Stock Returns, and Economic Cycles Books View online Schließen > Access https://ssrn.com/abstract=3936861 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Bollerslev, Tim [Author]; Patton, Andrew J. [Author]; Quaedvlieg, Rogier [Author] Granular Betas and Risk Premium Functions Books View online Schließen > Access https://ssrn.com/abstract=4258489 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Aramonte, Sirio [Author]; Jahan-Parvar, Mohammad R. [Author]; Rosen, Samuel [Author]; Schindler, John W. [Author] Firm-specific risk-neutral distributions : the role of CDS spreads Books View online Schließen > Access https://www.federalreserve.gov/econres/ifdp/files/ifdp1212.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Washington, DC]: Board of Governors of the Federal Reserve System, August 9, 2017 Published in: International finance discussion papers ; 121200
Schlag, Christian [Author]; Sichert, Tobias [Author] The Shape of the Pricing Kernel and Expected Option Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3708791 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Swedish House of Finance Research Paper 20-25
Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Freyberger, Joachim [Author]; Höppner, Björn [Author]; Neuhierl, Andreas [Author]; Weber, Michael [Author] Missing Data in Asset Pricing Panels Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4318135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: University of Chicago, Becker Friedman Institute for Economics Working Paper ; No. 2022-168
Freyberger, Joachim [Author]; Höppner, Björn [Author]; Neuhierl, Andreas [Author]; Weber, Michael [Author] Missing Data in Asset Pricing Panels Books View online Schließen > Access https://ssrn.com/abstract=3932438 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Chicago Booth Research Paper ; No. 22-19
Seyfi, Sina [Author] Essence of the Cross Section Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4466972 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Cao, Charles [Author]; Gempesaw, David [Author]; Simin, Timothy T. [Author] Information Choice, Uncertainty, and Expected Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3231378 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Bastianello, Federico [Author] Time-Series and Cross-Section of Risk Premia Expectations : A Bottom-Up Approach Books View online Schließen > Access https://ssrn.com/abstract=4204968 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Walter, Dominik [Author]; Weber, Rüdiger [Author] Is There An Equity Duration Premium? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4157585 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Ross, Chase P. [Author]; Ross, Landon [Author]; Ross, Sharon [Author] Cash-Hedged Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=4438742 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Published in: FEDS Working Paper ; No. 2022-55
Chen, Shan [Author]; Liu, Xujun [Author] Dissecting the Expected Investment Growth Premium Books View online Schließen > Access https://ssrn.com/abstract=4520582 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Chen, Hailiang [Author]; Hwang, Byoung-Hyoun [Author]; Peng, Zhuozhen [Author] Inside the Minds of Expected Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=4328446 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: Nanyang Business School Research Paper ; No. 23-02
Seyfi, Sina [Author] Neighbouring Assets Books View online Schließen > Access https://ssrn.com/abstract=4311284 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Ross, Chase P. [Author]; Ross, Landon J. [Author]; Ross, Sharon Y. [Author] Cash-hedged stock returns Books View online Schließen > Access https://www.federalreserve.gov/econres/feds/files/2022055pap.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, June 30, 2022 Published in: Finance and economics discussion series ; 2022,55
> Access https://www.federalreserve.gov/econres/feds/files/2022055pap.pdf Full access (via DOI) Show more show less
Sarisoy, Cisil [Author]; Goeij, Peter de [Author]; Werker, Bas J. M. [Author] Linear factor models and the estimation of expected returns Books View online Schließen > Access https://www.netspar.nl//assets/uploads/p20221222_dp041_wERKER.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2022] Published in: Netspar academic series ; 2022,41
Li, Bin [Author]; Sun, Cheng [Author]; Zhou, Yang [Author] The cross section of Chinese commodity futures return Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2096232021000147/pdfft?md5=5d3cd9855b86e975ab17f0115ae89b3f&pid=1-s2.0-S2096232021000147-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of management science and engineering ; 6(2021), 2 vom: Juni, Seite 146-164
> Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2096232021000147/pdfft?md5=5d3cd9855b86e975ab17f0115ae89b3f&pid=1-s2.0-S2096232021000147-main.pdf Show more show less
Li, Kai [Author] ; Tsou, Chi-Yang [Other]; Xu, Chenjie [Other] Learning and the Capital Age Premium Books View online Schließen > Access https://ssrn.com/abstract=3225041 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
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