Exeter, EX4 4PU
University of Exeter Business School, University of Exeter
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Stochastic Dominance, Mergers and Acquisitions, Corporate Takeovers, Abnormal Returns, Market Efficiency
asset pricing, return predictability, mean-variance analysis, conditioning information
Convertible Preference Share, Convertible Bond, Long-Run Abnormal Performance
Stochastic Dominance, Value Stocks, Growth Stocks, Value Premium
Asset pricing, return predictability
Stochastic Dominance, Initial Public Offering, Long-Run Stock Price Performance, Market Efficiency
Stochastic Dominance, Initial Public Offering, Long-Run Stock Price Performance, Market Efficiency.
Enterprise Risk Management, Derivative exposure, multinationals
Long-Horizon Abnormal Performance, Seasoned Equity Offerings, Mean-Variance Spanning and Intersection, Asset Allocation, Stochastic Discount Factor
Epstein-Zin-Weil preferences, consumption risk, asset pricing tests, government bonds, dynamic factor analysis
asset pricing, dividend growth predictability, present-value model, predictability of stock returns, weighting of firm dividends, changes in dividend payments, quintiles, earnings
Bond market, Asset pricing model, Variance decomposition
Consumption CAPM, Fama-MacBeth Regressions, Net Foreign Assets, Conditioning Information, Conditional Asset Pricing Models
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id549142.
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Foreign exchange, monetary fundamentals, forecasting, parameter uncertainty, optimal portfolio
return predictability, asset management
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