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Yale University, Yale SOM
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value effect, momentum, commonality, liquidity risk
Momentum, Value, Market efficiency
Size, Size effect, Size Anomaly, Small Cap, Microcap, Quality, Junk, Profitability, Market efficiency, January Effect, Illiquidity, Value, Momentum, Low volatility
Carry Trade, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions
Carry Trade, Predictability, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions, Liquidity Risk, Volatility Risk
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9771.
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bonds, carry trade, commodities, corporate bonds, currencies, global recessions, liquidity risk, options, predictability stocks, volatility risk
Value, momentum, market efficiency, behavioral finance
Short Selling, Securities Lending, Stock Prices
Financial Development, Regulation, Usury
Survey of Consumer Finances, Flow of Funds Accounts, National Income & Product Accounts (U.S. Dept of Commerce), Equity financing, Risk orientation, Return on investment, Venture capital
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
gambler's fallacy, law of small numbers, decision-making
fixed income, asset pricing, international financial markets
Risks, Survey of Small Business Finances (Federal Reserve Board), Principal agent model, Survey of Consumer Finances, National Survey of Small Business Finances (Federal Reserve Board), Firm performance, Wealth, Agency theory, Private firms, Firm ownership, Equity, Contracts & agreements, Incentives
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