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New Facts in Finance
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New Facts in Finance (2000)New Facts in FinanceUnemployment and aggregate stock returns (2021)Unemployment and aggregate st…Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis (2015)Predictability of stock retur…The Paradox of Asset Pricing (2013)The Paradox of Asset PricingInternational stock return predictability under model uncertainty (2010)International stock return pr…Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle (2005)Why Are Returns on Swiss Fran…Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach (2003)Measuring the Euro Exchange R…Stock Market Liberalizations and the Repricing of Systematic Risk (2001)Stock Market Liberalizations …An Intertemporal Capital Asset Pricing Model (1973)Postwar U.S. Business Cycles: An Empirical Investigation (1997)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Stocks for the long run? Evidence from emerging markets (2014)The financial econometrics of price discovery and predictability (2015)International stock return predictability: Evidence from new statistical tests (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Prospect Theory and the CAPM: A contradiction or coexistence? (2003)Design of Financial Systems: Towards a Syntheses of Function and Structure (2005)Can utility optimization explain the demand for structured investment products? (2013)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)Global Stock Markets in the Twentieth Century (1999)Rare Events and the Equity Premium (2005)Generalized autoregressive conditional heteroskedasticity (1986)Multivariate Simultaneous Generalized ARCH (1995)Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Does investor sentiment affect bank stability? International evidence from lending behavior (2020)Investor sentiment and stock market returns: a story of night and day (2024)Efficient Capital Markets: II (1991)Investor Diversification and International Equity Markets (1991)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)A Simple Measure of the Intensity of Capital Controls (2001)A Simple Measure of the Intensity of Capital Controls (2001)Are Foreign Institutional Investors Good for Emerging Markets? (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
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  • 2013The Paradox of Asset Pricing66 cited
  • 2001Stock Market Liberalizations and the Repricing of Systematic Risk48 cited
  • 2010International stock return predictability under model uncertainty44 cited
  • 2015Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis35 cited
  • 2003Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach25 cited
  • 2021Unemployment and aggregate stock returns23 cited
  • 2005Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle18 cited

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