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Maria Vassalou · Study
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Author
Maria Vassalou
12 works
· latest 2006
· 4 institutions
cluster: provisional
ORCID 0009-0006-9191-6613
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12
Citations
4,083
Works here
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Most cited in this library
Default Risk in Equity Returns
2004 · 1,997 citations
Can book-to-market, size and momentum be risk factors that predict economic growth?
2000 · 1,012 citations
News related to future GDP growth as a risk factor in equity returns
2003 · 562 citations
Sector Investment Growth Rates and the Cross Section of Equity Returns*
2006 · 136 citations
Exchange rate and foreign inflation risk premiums in global equity returns
2000 · 110 citations
Works
12 shown
Sector Investment Growth Rates and the Cross Section of Equity Returns*
The Journal of Business
·
2006
·
2 authors
136
citations
The instantaneous capital market line
Economic Theory
·
2005
·
2 authors
·
Open access
37
citations
Corporate Innovation, Price Momentum, and Equity Returns
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
23
citations
Default Risk in Equity Returns
The Journal of Finance
·
2004
·
2 authors
·
Open access
1,997
citations
Sharpe Ratios and Alphas in Continuous Time
Journal of Financial and Quantitative Analysis
·
2004
·
2 authors
·
Open access
48
citations
News related to future GDP growth as a risk factor in equity returns
Journal of Financial Economics
·
2003
·
1 author
·
Open access
562
citations
Equity Returns Following Changes in Default Risk: New Insights into the Informational Content of Credit Ratings
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
44
citations
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
Journal of Economic Dynamics and Control
·
2002
·
2 authors
41
citations
Investing in Size and Book-to-Market Portfolios Using Information About the Macroeconomy: Some New Trading Rules
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
37
citations
Can book-to-market, size and momentum be risk factors that predict economic growth?
Journal of Financial Economics
·
2000
·
2 authors
·
Open access
1,012
citations
Exchange rate and foreign inflation risk premiums in global equity returns
Journal of International Money and Finance
·
2000
·
1 author
110
citations
Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns
SSRN Electronic Journal
·
2000
·
1 author
·
preprint
·
Open access
36
citations