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Interest rate changes and the cross-section of global equity returns · Study

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ArticleInterest rate changes and the cross-section of global equity returns

Adam Zaremba2023

OA

Articlegreen2023

Interest rate changes and the cross-section of global equity returns

Adam Zaremba · Nusret Cakici · Robert J. Bianchi · Huaigang Long

16 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Market Dynamics and Volatility

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2002Illiquidity and stock returns: cross-section and time-series effects 1996Multifactor Explanations of Asset Pricing Anomalies

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Year2023

Typearticle

Published2023-01-07

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jedc.2023.104596

openalex_workW4313655770

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