Subject
General Earth and Planetary Sciences,General Environmental Science
Reference123 articles.
1. Expectations Data in Asset Pricing
2. Financial Intermediaries and the Cross-Section of Asset Returns;Tobias Adrian;Journal of Finance LXIX,2014
3. News Shocks and the Production-Based Term Structure of Equity Returns;Hengjie Ai;Review of Financial Studies,2018
4. Stock Return Predictability: Is it There?;Andrew Ang;Review of Financial Studies,2007
5. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Andrew Ang;Journal of Monetary Economics,2003