1

Time-varying expected momentum profits

Année:
2014
Langue:
english
Fichier:
PDF, 2.13 MB
english, 2014
2

Macroeconomic risk and the cross-section of stock returns

Année:
2011
Langue:
english
Fichier:
PDF, 743 KB
english, 2011
4

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

Année:
2011
Langue:
english
Fichier:
PDF, 512 KB
english, 2011
5

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

Année:
2012
Langue:
english
Fichier:
PDF, 338 KB
english, 2012
6

Momentum and Downside Risk

Année:
2016
Langue:
english
Fichier:
PDF, 1.54 MB
english, 2016
8

Dispersion in Analysts’ Earnings Forecasts and Market Efficiency

Année:
2018
Langue:
english
Fichier:
PDF, 133 KB
english, 2018
18

Dispersion of beliefs, ambiguity, and the cross-section of stock returns

Année:
2019
Langue:
english
Fichier:
PDF, 902 KB
english, 2019
19

Consumption growth predictability and asset prices

Année:
2019
Langue:
english
Fichier:
PDF, 1.04 MB
english, 2019
20

Why Has the Size Effect Disappeared?

Année:
2019
Langue:
english
Fichier:
PDF, 845 KB
english, 2019
21

An investment-based explanation for the dispersion anomaly

Année:
2019
Langue:
english
Fichier:
PDF, 403 KB
english, 2019