55 Dundas St W,
Toronto, Ontario M5G 2C3
Canada
Ryerson University
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Liquidity risk, Risk premium, International markets
Market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, sentiment risk factor
market sentiment, market sentiment shock, demand shock, consumer sentiment, investor sentiment, sentiment risk factor
consumption-based, wealth shock, demand shock, liquidity risk, size, value, growth, momentum, dynamic equilibrium
systematic risk factor, inflation rate, pricing premium, cash flow yield, return predictability
Systematic risk factor, industrial production factor, dividend yield factor, cash flow yield factor, stock return predictability
Market Volatility risk; global volatility risk; total market volatility, idiosyncratic market volatility; market portfolio return; cost of capital
RMB appreciation; GDP growth; momentum factor; return predictability
systematic risk factor, pricing premium, momentum factor, GDP growth, return predictability
market volatility risk; global volatility risk; total market volatility; idiosyncratic market volatility; market portfolio return; cost of capital
Emerging Market and Return Predictability