1. A Model-Free Term Structure of U.S. Dividend Premiums. (22nd June 2022) Authors: Ulrich, Maxim; Florig, Stephan; Seehuber, Ralph Editors: Koijen, Ralph Journal: Review of financial studies Issue: Volume 36:Number 3(2023) Page Start: 1289 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Additional tests of multi-index asset pricing models: evidence from an emerging market. Issue 4 (2nd October 2017) Authors: Danışoğlu, Seza Journal: Revista española de financiación y contabilidad Issue: Volume 46:Issue 4(2017) Page Start: 431 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Aggregate idiosyncratic volatility and stock return predictability: Evidence from the Korean stock market. Issue 4 (2nd October 2017) Authors: Kim, Jungmu; Lee, Changjun Journal: Investment analysts journal Issue: Volume 46:Issue 4(2017) Page Start: 294 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009. Issue 10 (3rd July 2022) Authors: Yalaman, Abdullah; Manahov, Viktor Journal: European journal of finance Issue: Volume 28:Issue 10(2022) Page Start: 1019 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models. (November 2017) Authors: Shi, Qi; Li, Bin; Cheung, Adrian (Wai Kong); Chung, Richard Journal: Australian journal of management Issue: Volume 42:Number 4(2017:Nov.) Page Start: 653 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Bond Variance Risk Premiums. (27th January 2017) Authors: Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea Journal: Review of finance Issue: Volume 21:Number 3(2017) Page Start: 987 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Characterizing the Asymmetric Dependence Premium. (28th June 2016) Authors: Alcock, Jamie; Hatherley, Anthony Journal: Review of finance Issue: Volume 21:Number 4(2017) Page Start: 1701 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Conditional higher order moments in metal asset returns. Issue 1 (2nd January 2016) Authors: Cochran, Steven J.; Mansur, Iqbal; Odusami, Babatunde Journal: Quantitative finance Issue: Volume 16:Issue 1(2016) Page Start: 151 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Did informed order flow move to multilateral trading facilities? Evidence for some Eurozone countries. Issue 2 (3rd April 2018) Authors: Pereira da Silva, Paulo Journal: Investment analysts journal Issue: Volume 47:Issue 2(2018) Page Start: 95 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Discounting earnings with stochastic discount rates. Issue 10 (3rd July 2019) Authors: Realdon, Marco Journal: European journal of finance Issue: Volume 25:Issue 10(2019) Page Start: 910 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗