Michael Semenischev

University of Münster - Finance Center Muenster

Universitatsstr. 14-16

Muenster, 48143

Germany

http://www.wiwi.uni-muenster.de/fcm/fcm/das-finance-center/details.php?weobjectID=2986

  • University of Münster - Finance Center Muenster

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    • Fax: +49 251 83 22690
SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

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

SAFE Working Paper No. 289
Number of pages: 51 Posted: 02 Jun 2016 Last Revised: 22 Jan 2021
Christian Schlag, Michael Semenischev and Julian Thimme
Goethe University Frankfurt, University of Münster - Finance Center Muenster and Karlsruhe Institute of Technology
Downloads 411 (111,571)

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 Münster - Finance Center Muenster
Downloads 150 (299,529)
Citation 1

Abstract:

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Global Uncertainties, Macroeconomic Growth, Asset Prices