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New Facts in Finance. (1999). Cochrane, John.
In: NBER Working Papers.
RePEc:nbr:nberwo:7169.

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  9. Taking stock of long-horizon predictability tests: Are factor returns predictable?. (2023). KOSTAKIS, ALEXANDROS ; Magdalinos, Tassos ; Stamatogiannis, Michalis P.
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  10. Average skewness in global equity markets. (2023). Atilgan, Yigit ; Demirtas, Ozgur K ; Kirli, Imra ; Gunaydin, Doruk A.
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  12. Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries. (2022). Dergiades, Theologos ; Pouliasis, Panos K.
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  13. Do emerging stock markets offer an illiquidity premium for local or global investors?. (2022). Demirer, Riza ; Suleman, Muhammad Tahir ; Sadaqat, Mohsin ; Butt, Hilal Anwar.
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  17. A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon. (2021). Neszveda, Gabor ; Vago, Akos.
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  18. A preferred-habitat model of the term structure of interest rates. (2021). Vayanos, Dimitri ; Vila, Jean-Luc.
    In: LSE Research Online Documents on Economics.
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  19. Predictability in commodity markets: Evidence from more than a century. (2021). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese ; Tharann, Bjorn.
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  20. Unemployment and aggregate stock returns. (2021). Atanasov, Victoria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001187.

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  21. Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Hao, Xianfeng ; Wu, Chongfeng.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379.

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  22. Predicting stock returns: A risk measurement perspective. (2021). Dai, Zhifeng ; Kang, Jie ; Wen, Fenghua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000193.

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  23. Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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  24. MUTUAL FUND PERFORMANCE: SOME RECENT EVIDENCE FROM EUROPEAN EQUITY FUNDS. (2021). Boovi, Milo.
    In: Economic Annals.
    RePEc:beo:journl:v:66:y:2021:i:230:p:7-34.

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  25. Firm size proxies and the value relevance of predictive stock return models. (2020). Wakil, Gulraze.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09491-7.

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  26. Credit Spreads, Business Conditions, and Expected Corporate Bond Returns. (2020). Wang, Junbo ; Lin, Hai ; Tao, Xinyuan ; Wu, Chunchi.
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  27. The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK. (2020). Zhu, Sheng ; Sherman, Meadhbh ; Gao, Jun.
    In: Research in International Business and Finance.
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  28. Stock return predictability from a mixed model perspective. (2020). Dai, Zhifeng ; Zhu, Huan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

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  29. Industry equi-correlation: A powerful predictor of stock returns. (2020). Wu, Wenfeng ; Wang, Yudong ; Pan, Zhiyuan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24.

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  30. Forecasting stock market volatility: The role of technical variables. (2020). Pan, Zhiyuan ; Liu, LI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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    In: Working Papers.
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    In: Annals of Finance.
    RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-019-00347-y.

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  33. Monetary policy communication, policy slope, and the stock market. (2019). Weber, Michael ; Neuhierl, Andreas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:108:y:2019:i:c:p:140-155.

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  34. Oil price increases and the predictability of equity premium. (2019). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI ; Wu, Chongfeng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  35. Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates. (2019). Kaizoji, Taisei ; Nan, Zheng.
    In: International Review of Financial Analysis.
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    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:418-430.

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  37. A Supply and Demand Approach to Equity Pricing. (2019). Calvet, Laurent ; Betermier, Sebastien ; Jo, Evan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13974.

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  38. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; McAleer, Michael ; Ilomaki, Jukka ; Laurila, Hannu.
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  39. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, Jukka ; Laurila, Hannu.
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  40. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, J ; Laurila, H ; Chang, C-L., .
    In: Econometric Institute Research Papers.
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    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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    In: 2017 Meeting Papers.
    RePEc:red:sed017:304.

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  43. Small cues change savings choices. (2017). Choi, James ; Kurkoski, Jennifer ; Haisley, Emily ; Massey, Cade.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:142:y:2017:i:c:p:378-395.

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  44. Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Zorn, Josef ; Lawrenz, Jochen.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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  45. Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?. (2016). GUPTA, RANGAN ; Aye, Goodness C.
    In: Panoeconomicus.
    RePEc:voj:journl:v:63:y:2016:i:3:p:273-291.

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  46. A search-theoretic model of the term premium. (2016). Salyer, Kevin ; Herrenbrueck, Lucas ; Geromichalos, Athanasios.
    In: Theoretical Economics.
    RePEc:the:publsh:1945.

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  47. Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard.
    In: MPRA Paper.
    RePEc:pra:mprapa:76382.

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  48. Stock Return Prediction with Fully Flexible Models and Coefficients. (2016). Fu, Rong ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:75366.

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  49. Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22831.

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  50. Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain. (2016). Dergiades, Theologos ; Mitianoudis, Nikolaos .
    In: Discussion Paper Series.
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  51. A State-Space Version of Fama and French’s Three-Factor Model: Evidence from the Tunisian Stock Exchange. (2016). Bergaoui, Nejla ; Trabelsi, Abdelwahed.
    In: International Journal of Business and Management.
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  52. The weakening value premium in the Australian and New Zealand stock markets. (2016). Chung, Yi-Tsai ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Hsu, Chuan-Hao.
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    RePEc:eee:pacfin:v:36:y:2016:i:c:p:123-133.

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  53. Equity premium prediction: Are economic and technical indicators unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:4:p:1193-1207.

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  54. A reexamination of stock return predictability. (2016). Jacewitz, Stefan ; Choi, Yongok ; Park, Joon Y.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:1:p:168-189.

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  55. Equity Premium Prediction: Are Economic and Technical Indicators Unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1552.

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  56. Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6199.

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  57. Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas.
    In: Working Papers.
    RePEc:bfi:wpaper:2016-26.

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  58. Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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  59. Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1987.

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  60. The capital asset pricing model in economic perspective. (2015). Dawson, Peter.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:6:p:569-598.

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  61. The Efficient Market Conjecture. (2015). Howden, David ; Campos, Ricardo Emanuel .
    In: MPRA Paper.
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  62. Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability. (2015). Dutt, Swarna ; Austin, Adrian.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:43:y:2015:i:1:p:147-159.

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  63. Combining momentum with reversal in commodity futures. (2015). Drew, Michael ; Bianchi, Robert ; Fan, John Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

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  64. Are Indian stock returns predictable?. (2015). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:506-531.

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  65. Nonparametric prediction of stock returns based on yearly data: The long-term view. (2015). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:65:y:2015:i:c:p:143-155.

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  66. Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis. (2015). Kadilli, Anjeza.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:21:y:2015:i:c:p:26-45.

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  67. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model. (2015). Yan, Hong ; Kaniel, Ron ; Chapman, David ; Carlson, Murray.
    In: CEPR Discussion Papers.
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  68. Regulators Determination of Return on Equity in the Absence of Public Firms: The Case of Automobile Insurance in Ontario. (2015). Lazar, Fred ; Prisman, Eliezer Z.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:18:y:2015:i:2:p:199-216.

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  69. Unbalanced Regressions and the Predictive Equation. (2015). Ventosa-Santaulària, Daniel ; Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. ; Ventosa-Santaularia, Daniel ; Osterrieder, Daniela.
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  71. The Capital Asset Pricing Model in Economic Perspective. (2014). Dawson, Peter.
    In: Alumni working papers.
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  72. Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?. (2014). GUPTA, RANGAN ; Aye, Goodness C. ; Deale, Frederick W..
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  73. Predictable markets? A news-driven model of the stock market. (2014). Zhilyaev, Maxim ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V..
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  74. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model.. (2014). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam.
    In: MPRA Paper.
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  75. The predictability of aggregate returns on commodity futures. (2014). Lutzenberger, Fabian T..
    In: Review of Financial Economics.
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  76. Nonparametric estimation and inference for conditional density based Granger causality measures. (2014). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
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  77. Why finance theory fails to survive contact with the real world: A fund manager perspective. (2014). Coleman, Les.
    In: CRITICAL PERSPECTIVES ON ACCOUNTING.
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  79. Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt. (2013). Vayanos, Dimitri ; Nosbusch, Yves ; Guibaud, Stéphane.
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  80. Macro determinants of U.S. stock market risk premia in bull and bear markets. (2013). Menkhoff, Lukas ; Baetje, Fabian.
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  81. Learning and the disappearing association between governance and returns. (2013). Cohen, Alma ; Wang, Charles C. Y., ; Bebchuk, Lucian A..
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  82. Portfolio reallocation and exchange rate dynamics. (2013). Ding, Liang ; Ma, Jun.
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  83. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
    In: Economic Modelling.
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  84. Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt. (2013). Vayanos, Dimitri ; Nosbusch, Yves ; Guibaud, Stéphane.
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  85. Long-Term versus Short-Term Contingencies in Asset Allocation. (2012). Lucas, Andre ; Botshekan, Mahmoud.
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  86. Nonparametric prediction of stock returns guided by prior knowledge. (2012). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch.
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  87. Asymptotic Inference for Performance Fees and the Predictability of Asset Returns. (2012). Valente, Giorgio ; McCracken, Michael.
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  88. The Operation of Hedge Funds: Econometric Evidence, Dynamic Modeling, and Regulatory Perspectives. (2011). Semmler, Willi ; Chappe, Raphaele.
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  89. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
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  90. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
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  91. Corporate derivatives use and the cost of equity. (2011). Smith, Stephen D. ; Gay, Gerald D. ; Lin, Chen-Miao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1491-1506.

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  92. Investor Overconfidence and the Forward Discount Puzzle. (2010). Hirshleifer, David ; han, bing ; Wang, Tracy Yue.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1201.

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  93. Investor Overconfidence and the Forward Premium Puzzle. (2010). Hirshleifer, David ; han, bing ; Burnside, Craig ; Wang, Tracy Yue.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15866.

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  94. Financial crisis of metaphor. (2010). Phillips, Peter.
    In: The Review of Austrian Economics.
    RePEc:kap:revaec:v:23:y:2010:i:3:p:223-242.

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  95. Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?. (2010). Deng, Yongheng ; Zhang, Minye .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:4:p:497-543.

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  96. The Quest for Stability: the view of financial institutions. (2010). Strauss-Kahn, Marc-Olivier ; Boonstra, Wim W. ; Valles, Veronica ; Schulmeister, Stephan ; Hoogduin, Lex H. ; Jolanda J. W. Peeters, ; Blommestein, Hans J. ; Weistroffer, Christian.
    In: SUERF Studies.
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  97. International stock return predictability under model uncertainty. (2010). Schrimpf, Andreas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1256-1282.

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  98. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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  99. Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information. (2009). Biais, Bruno ; Bossaerts, Peter ; Spatt, Chester.
    In: TSE Working Papers.
    RePEc:tse:wpaper:21923.

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  100. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14698.

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  101. An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market. (2009). Deetz, Marcus ; Poddig, T. ; Sidorovitch, I. ; Varmaz, A..
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:3:p:285-313.

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  102. Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information. (2009). Biais, Bruno ; Bossaerts, Peter ; Spatt, Chester.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:7370.

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  103. Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland. (2009). Drobetz, Wolfgang ; Kugler, Peter ; Zimmermann, Heinz ; Wanzenried, Gabrielle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:84-93.

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  104. Does the liquidity effect guarantee a positive term premium?. (2009). Chung, Kyuil.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:5:p:893-903.

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  105. Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies*. (2009). Mehl, Arnaud ; Cappiello, Lorenzo.
    In: Review of International Economics.
    RePEc:bla:reviec:v:17:y:2009:i:5:p:1019-1037.

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  106. Common Divisors, Payout Persistence, and Return Predictability. (2009). Smith, Tom ; Whaley, Robert ; Powell, John ; Shi, Jing.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:4:p:335-357.

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  107. International Stock Return Predictability Under Model Uncertainty. (2008). Schrimpf, Andreas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:7358.

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  108. Rare Disasters and Exchange Rates. (2008). .
    In: 2008 Meeting Papers.
    RePEc:red:sed008:47.

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  109. The term structure and the expectations hypothesis: a threshold model. (2008). Modena, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:9611.

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  110. Yield curve, time varying term premia, and business cycle fluctuations. (2008). Modena, Matteo.
    In: MPRA Paper.
    RePEc:pra:mprapa:8873.

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  111. The Myth of Long-Horizon Predictability. (2008). Whitelaw, Robert F..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:21:y:2008:i:4:p:1577-1605.

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  112. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13724.

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  113. Momentum Profitability and Market Trend: Evidence from REITs. (2008). Glascock, John ; Hung, Szu-Yin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:1:p:51-69.

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  114. Managing the risk of loan prepayments and the optimal structure of short term lending rates. (2008). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:197-215.

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  115. The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model. (2008). Ray, Surajit ; Savin, N. E..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:1:p:91-109.

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  116. The Term Structure and the Expectations Hypothesis: a Threshold Model. (2008). Modena, Matteo.
    In: Working Papers.
    RePEc:gla:glaewp:2008_36.

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  117. Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets. (2008). Skiadopoulos, George ; Chantziara, Thalia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:962-985.

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  118. Die manisch-depressiven Preisschwankungen auf den Finanzmärkten – wie macht das die unsichtbare Hand?. (2007). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2007:i:305.

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  119. The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. (2007). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2007:i:290.

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  120. Sources of Predictability of European Stock Markets for High-technology Firms. (2007). Schertler, Andrea ; Pierdzioch, Christian.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:13:y:2007:i:1:p:1-27.

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  121. Mean-variance portfolios using Bayesian vector-autoregressive forcasts. (2007). Gohout, Wolfgang ; Specht, Katja.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:48:y:2007:i:3:p:403-418.

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  122. Capital Account Liberalization: Theory, Evidence, and Speculation. (2007). Henry, Peter.
    In: Discussion Papers.
    RePEc:sip:dpaper:07-004.

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  123. Investor Overconfidence and the Forward Discount Puzzle. (2007). Hirshleifer, David ; han, bing ; Wang, Tracy.
    In: MPRA Paper.
    RePEc:pra:mprapa:6497.

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  124. Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével. (2007). Elek, Péter ; Bíró, Anikó ; Vincze, Janos ; Biro, Aniko.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:937.

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  125. Downside Risk analysis applied to the Hedge Funds universe. (2007). Perello, Josep.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:383:y:2007:i:2:p:480-496.

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  126. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities. (2007). Mehl, Arnaud ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007801.

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  127. Conditional Performance Evaluation for German Mutual Equity Funds. (2007). Drobetz, Wolfgang ; Bessler, Wolfgang ; Zimmermann, Heinz.
    In: Working papers.
    RePEc:bsl:wpaper:2007/22.

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  128. Do Investors Care about the Auditors Economic Dependence on the Client?*. (2006). Raman, K K ; Khurana, Inder K.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:23:y:2006:i:4:p:977-1016.

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  129. Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002). (2006). Handa, Puneet .
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:79:y:2006:i:5:p:2423-2468.

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  130. Why Do Emerging Economies Borrow Short Term?. (2006). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando ; Schmuckler, Sergio .
    In: 2006 Meeting Papers.
    RePEc:red:sed006:841.

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  131. Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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  132. The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

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  133. Intraday dynamics of stock market returns and volatility. (2006). Genay, Ramazan ; Seluk, Faruk.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:367:y:2006:i:c:p:375-387.

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  134. Efficient tests of stock return predictability. (2006). Yogo, Motohiro ; Campbell, John.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:27-60.

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  135. Capital Account Liberalization: Theory, Evidence, and Speculation. (2006). Henry, Peter.
    In: Research Papers.
    RePEc:ecl:stabus:1951.

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  136. Sources of Predictability of European Stock Markets for High-Technology Firms. (2005). Schertler, Andrea ; Pierdzioch, Christian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1235.

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  137. Structural VAR identification in asset markets using short-run market inefficiencies. (2005). Isiklar, Gultekin.
    In: Econometrics.
    RePEc:wpa:wuwpem:0501001.

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  138. Testing for Latent Factors in Models with Autocorrelation and Heteroskedasticity of Unknown Form. (2005). Gilbert, Scott ; Zemik, Petr.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:72:y:2005:i:1:p:236-252.

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  139. Non‐linear dynamics in international stock market returns. (2005). McMillan, David G.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:14:y:2005:i:1:p:81-91.

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  140. The Myth of Long-Horizon Predictability. (2005). Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11841.

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  141. Bank Credit Cycles. (2005). He, Ping ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11363.

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  142. The Tactical and Strategic Value of Commodity Futures. (2005). Harvey, Campbell ; Erb, Claude B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11222.

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  143. Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11144.

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  144. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:3:p:239-260.

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  145. Non-linear dynamics in international stock market returns. (2005). McMillan, David G..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:14:y:2005:i:1:p:81-91.

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  146. Multiscale systematic risk. (2005). Whitcher, Brandon.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:1:p:55-70.

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  147. Litigation and the value of tobacco companies. (2005). Trogdon, Justin ; Sloan, Frank ; Mathews, Carrie A..
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:24:y:2005:i:3:p:427-447.

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  148. Investor Overconfidence and the Forward Discount Puzzle. (2005). Hirshleifer, David ; han, bing ; Wang, Tracy Yue.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-21.

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  149. Measuring market and inflation risk premia in France and in Germany. (2005). Guene, Stephane ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005436.

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  150. Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium. (2005). Wachter, Jessica ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4921.

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  151. Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio. (2005). PETITJEAN, Mikael ; Giot, Pierre.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005010.

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  152. Why are Returns on Swiss Franc Asset so Low?. (2005). Weder di Mauro, Beatrice ; Kugler, Peter.
    In: Working papers.
    RePEc:bsl:wpaper:2005/08.

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  153. Hedge Funds: Die Königsdisziplin der Kapitalanlage. (2005). Drobetz, Wolfgang ; Bessler, Wolfgang ; Henn-Overbeck, Jacqueline .
    In: Working papers.
    RePEc:bsl:wpaper:2005/04.

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  154. Forecasting Stock Returns Using Model‐Selection Criteria. (2005). Alcock, Jamie ; Gray, Philip.
    In: The Economic Record.
    RePEc:bla:ecorec:v:81:y:2005:i:253:p:135-151.

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  155. Why do emerging economies borrow short term?. (2004). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3389.

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  156. Non-linear predictability of UK stock market returns. (2004). McMillan, David.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:63.

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  157. IS THERE IRRATIONAL EXUBERANCE?. (2004). Kim, Chulsoo.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:29:y:2004:i:2:p:65-80.

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  158. The real-time predictability of the size and value premium in Japan. (2004). Derwall, Jeroen ; Molenaar, Roderick ; Bauer, Rob.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:12:y:2004:i:5:p:503-523.

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  159. The term structure of real interest rates: theory and evidence from UK index-linked bonds. (2004). Seppala, Juha.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:7:p:1509-1549.

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  160. Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange. (2004). Drew, Michael ; Naughton, Tony ; Veeraraghavan, Madhu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:3:p:349-366.

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  161. How Did It Happen?. (2004). Brennan, Michael.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt1047x6kv.

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  162. Risk Sharing and Asset Prices: Evidence from a Natural Experiment. (2004). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:59:y:2004:i:3:p:1295-1324.

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  163. Why Do Emerging Economies Borrow Short Term?. (2004). Schmukler, Sergio L. ; Lorenzoni, Guido ; Broner, Fernando A..
    In: Working Papers.
    RePEc:bge:wpaper:185.

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  164. The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study. (2003). Eberts, Elke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:1346.

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  165. Optimal Asset Allocation with Asymptotic Criteria. (2003). Karguine, Slava.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:06:y:2003:i:06:n:s0219024903002080.

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  166. Dollarization of the banking system : good or bad?. (2003). Ize, Alain ; Honohan, Patrick ; de Nicolo, Gianni.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3116.

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  167. Efficient Tests of Stock Return Predictability. (2003). Yogo, Motohiro ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10026.

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  168. Dollarization of the Banking System: Good or Bad?. (2003). Honohan, Patrick ; de Nicolo, Gianni ; Ize, Alain.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/146.

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  169. The Fisher effect: new evidence and implications. (2003). Fahmy, Yasser A. F., .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:4:p:451-465.

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  170. Long-horizon regressions: theoretical results and applications. (2003). Valkanov, Rossen ; Rossen, Valkanov.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:68:y:2003:i:2:p:201-232.

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  171. News related to future GDP growth as a risk factor in equity returns. (2003). Maria, Vassalou.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:68:y:2003:i:1:p:47-73.

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  172. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:2:p:177-195.

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  173. International asset allocation: A new perspective. (2003). lioui, abraham ; Poncet, Patrice.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:11:p:2203-2230.

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  174. Which Investors Fear Expropriation? Evidence from Investors Stock Picking. (2003). Simonov, Andrei ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3843.

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  175. Investigating Excess Returns from Nominal Bonds. (2003). Chadha, Jagjit ; Breedon, Francis.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:65:y:2003:i:1:p:73-90.

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  176. Risk Sharing and Asset Prices: Evidence From a Natural Experiment. (2002). Henry, Peter ; Chari, Anusha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8988.

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  177. A hatékony piacok elméletének elméleti és gyakorlati relevanciája. (2002). Komaromi, Gyorgy.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:519.

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  178. Which Investors Fear Expropriation?. (2002). Simonov, Andrei ; Giannetti, Mariassunta.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0010.

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  179. An exploration of the persistence of UK unit trust performance. (2002). Fletcher, Jonathan ; Forbes, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:5:p:475-493.

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  180. Risk Sharing and Asset Prices: Evidence from a Natural Experiment. (2002). Henry, Peter ; Chari, Anusha.
    In: Research Papers.
    RePEc:ecl:stabus:1736r.

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  181. Ökonomische Fundierung von Zinsgleitklauseln in Kreditverträgen. (2001). Hahn, Franz.
    In: WIFO Monatsberichte (monthly reports).
    RePEc:wfo:monber:y:2001:i:10:p:605-612.

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  182. Deposit dollarization and the financial sector in emerging economies. (2001). Honohan, Patrick ; Shi, Anqing .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2748.

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  183. How Big is the Speculative Component in Australian Share Prices?. (2001). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-14.

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  184. The Canada Pension Plan: Looking Back at the Recent Reforms. (2001). Pesando, James E..
    In: The State of Economics in Canada: Festschrift in Honour of David Slater.
    RePEc:sls:secfds:07.

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  185. Finance for Growth: Policy Choices in a Volatile World. (2001). Honohan, Patrick ; Caprio, Gerard.
    In: MPRA Paper.
    RePEc:pra:mprapa:9929.

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  186. Stock Market Liberalizations and the Repricing of Systematic Risk. (2001). Henry, Peter ; Chari, Anusha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8265.

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  187. Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8127.

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  188. Stock Market Liberalizations and the Repricing of Systematic Risk. (2001). Henry, Peter ; Chari, Anusha.
    In: Research Papers.
    RePEc:ecl:stabus:1677.

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  189. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3057.

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  190. Modeling the Currency Forward Risk Premium: Theory and Evidence. (2000). Pham, Toan ; Bhar, Ram.
    In: Research Paper Series.
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  194. El Dólar Como Activo Financiero: Teoría y Evidencia Chilena. (1999). Walker, Eduardo ; Lefort, Fernando.
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