A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes-Reference-Cited by-同舟云学术

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A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cooper Ilan,Mitrache Andreea,Priestley Richard

Publisher

Elsevier BV

Reference51 articles.

1. What Does the Yield Curve Tell Us about GDP Growth?;A ; M Ang;Journal of Econometrics,2006

2. Variables that Explain Stock Returns;C S Asness;Ph.D. Dissertation. University of Chicago,1994

3. Value and Momentum Everywhere;C S.; T J Asness;Journal of Finance,2013

4. Quality Minus Junk;C S.; A Asness;Review of Accounting Studies,2019

5. Why Does High In ?ation Raise In ?ation Uncertainty?;L Ball;Journal of Monetary Economics,1992

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns;Journal of Financial Stability;2022-02

2. Predicting Country Equity Returns: Data, Methods, and Empirical Evidence;International Equity Exchange-Traded Funds;2020

3. Value and Momentum from Investors' Perspective: Evidence from Professionals' Risk-Ratings;SSRN Electronic Journal;2020

4. Short-term momentum (almost) everywhere;Journal of International Financial Markets, Institutions and Money;2019-11

5. The Cross Section of Country Equity Returns: A Review of Empirical Literature;Journal of Risk and Financial Management;2019-10-28

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