Michael Semenischev

University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

2

DOWNLOADS

414

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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: 11 Sep 2020
Christian Schlag, Michael Semenischev and Julian Thimme
Goethe University Frankfurt, University of Muenster - Finance Center Muenster and Karlsruhe Institute of Technology
Downloads 276 (123,571)

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 Muenster - Finance Center Muenster
Downloads 138 (232,741)

Abstract:

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Global Uncertainties, Macroeconomic Growth, Asset Prices