North York, Ontario
105 St. George Street
Rotman School of Management
Toronto, AK Ontario M5S 3E6
Schulich School of Business York University
Rotman School of Management University of Toronto
in Total Papers Downloads
in Total Papers Citations
Liquidity risk, Risk premium, International markets
consumption-based, wealth shock, demand shock, liquidity risk, size, value, growth, momentum, dynamic equilibrium
Market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, systematic risk, sentiment risk factor, pricing premium
Volatility risk factor; global volatility risk; total market volatility; idiosyncratic market volatility; market portfolio return; cost of capital
Volatility risk factor; global volatility risk; total market volatility, idiosyncratic market volatility; market portfolio return; cost of capital
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