Michael Semenischev

University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

2

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369

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0

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Scholarly Papers (2)

1.

Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models

Number of pages: 84 Posted: 02 Jun 2016 Last Revised: 18 Nov 2019
Christian Schlag, Michael Semenischev and Julian Thimme
Leibniz Institute for Financial Research SAFE, University of Muenster - Finance Center Muenster and Karlsruhe Institute of Technology
Downloads 233 (135,457)

Abstract:

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Asset pricing, cross-section of stock returns, predictability

2.

Global Bad and Good Uncertainties and Their Impact on Macro Aggregates and Stock Returns

Number of pages: 69 Posted: 03 Feb 2016 Last Revised: 23 May 2016
Michael Semenischev
University of Muenster - Finance Center Muenster
Downloads 136 (218,391)

Abstract:

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Global Uncertainties, Macroeconomic Growth, Asset Prices