Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123453000> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W3123453000 abstract "We jointly explain the variations of the equity and value premium in a model with both short-run (SRR) and long-run (LRR) consumption risk. In our preliminary empirical analysis, we find that SRR varies with the business cycle and it has a substantial predictive power for market excess returns and the value premium|both in-sample and out-of-sample. The LRR component also differs significantly from zero, and value stocks have a larger exposure to both LRR and SRR than growth stocks. To explain these patterns in asset returns, we propose an extended and analytically tractable LRR model." @default.
- W3123453000 created "2021-02-01" @default.
- W3123453000 creator A5010064161 @default.
- W3123453000 creator A5073309846 @default.
- W3123453000 date "2020-02-09" @default.
- W3123453000 modified "2023-09-23" @default.
- W3123453000 title "Short-run Risk, Business Cycle, and the Value Premium" @default.
- W3123453000 doi "https://doi.org/10.5167/uzh-187197" @default.
- W3123453000 hasPublicationYear "2020" @default.
- W3123453000 type Work @default.
- W3123453000 sameAs 3123453000 @default.
- W3123453000 citedByCount "0" @default.
- W3123453000 crossrefType "journal-article" @default.
- W3123453000 hasAuthorship W3123453000A5010064161 @default.
- W3123453000 hasAuthorship W3123453000A5073309846 @default.
- W3123453000 hasConcept C101161028 @default.
- W3123453000 hasConcept C10138342 @default.
- W3123453000 hasConcept C105795698 @default.
- W3123453000 hasConcept C106159729 @default.
- W3123453000 hasConcept C120527767 @default.
- W3123453000 hasConcept C144024400 @default.
- W3123453000 hasConcept C149782125 @default.
- W3123453000 hasConcept C151541453 @default.
- W3123453000 hasConcept C162324750 @default.
- W3123453000 hasConcept C165556158 @default.
- W3123453000 hasConcept C175647561 @default.
- W3123453000 hasConcept C17744445 @default.
- W3123453000 hasConcept C181236170 @default.
- W3123453000 hasConcept C199539241 @default.
- W3123453000 hasConcept C199728807 @default.
- W3123453000 hasConcept C22270272 @default.
- W3123453000 hasConcept C2775933567 @default.
- W3123453000 hasConcept C2776291640 @default.
- W3123453000 hasConcept C30772137 @default.
- W3123453000 hasConcept C32896092 @default.
- W3123453000 hasConcept C33923547 @default.
- W3123453000 hasConcept C36289849 @default.
- W3123453000 hasConcept C44171179 @default.
- W3123453000 hasConcept C83873408 @default.
- W3123453000 hasConcept C94128290 @default.
- W3123453000 hasConceptScore W3123453000C101161028 @default.
- W3123453000 hasConceptScore W3123453000C10138342 @default.
- W3123453000 hasConceptScore W3123453000C105795698 @default.
- W3123453000 hasConceptScore W3123453000C106159729 @default.
- W3123453000 hasConceptScore W3123453000C120527767 @default.
- W3123453000 hasConceptScore W3123453000C144024400 @default.
- W3123453000 hasConceptScore W3123453000C149782125 @default.
- W3123453000 hasConceptScore W3123453000C151541453 @default.
- W3123453000 hasConceptScore W3123453000C162324750 @default.
- W3123453000 hasConceptScore W3123453000C165556158 @default.
- W3123453000 hasConceptScore W3123453000C175647561 @default.
- W3123453000 hasConceptScore W3123453000C17744445 @default.
- W3123453000 hasConceptScore W3123453000C181236170 @default.
- W3123453000 hasConceptScore W3123453000C199539241 @default.
- W3123453000 hasConceptScore W3123453000C199728807 @default.
- W3123453000 hasConceptScore W3123453000C22270272 @default.
- W3123453000 hasConceptScore W3123453000C2775933567 @default.
- W3123453000 hasConceptScore W3123453000C2776291640 @default.
- W3123453000 hasConceptScore W3123453000C30772137 @default.
- W3123453000 hasConceptScore W3123453000C32896092 @default.
- W3123453000 hasConceptScore W3123453000C33923547 @default.
- W3123453000 hasConceptScore W3123453000C36289849 @default.
- W3123453000 hasConceptScore W3123453000C44171179 @default.
- W3123453000 hasConceptScore W3123453000C83873408 @default.
- W3123453000 hasConceptScore W3123453000C94128290 @default.
- W3123453000 hasIssue "3519985" @default.
- W3123453000 hasLocation W31234530001 @default.
- W3123453000 hasOpenAccess W3123453000 @default.
- W3123453000 hasPrimaryLocation W31234530001 @default.
- W3123453000 hasRelatedWork W1546559774 @default.
- W3123453000 hasRelatedWork W1602769334 @default.
- W3123453000 hasRelatedWork W1975269434 @default.
- W3123453000 hasRelatedWork W2104489435 @default.
- W3123453000 hasRelatedWork W2112192763 @default.
- W3123453000 hasRelatedWork W2122319741 @default.
- W3123453000 hasRelatedWork W2124844154 @default.
- W3123453000 hasRelatedWork W2141124355 @default.
- W3123453000 hasRelatedWork W2206147829 @default.
- W3123453000 hasRelatedWork W2887589785 @default.
- W3123453000 hasRelatedWork W2904245353 @default.
- W3123453000 hasRelatedWork W3021834343 @default.
- W3123453000 hasRelatedWork W3121456775 @default.
- W3123453000 hasRelatedWork W3122573353 @default.
- W3123453000 hasRelatedWork W3124850414 @default.
- W3123453000 hasRelatedWork W3125024039 @default.
- W3123453000 hasRelatedWork W3125739654 @default.
- W3123453000 hasRelatedWork W3125761570 @default.
- W3123453000 hasRelatedWork W3199777388 @default.
- W3123453000 hasRelatedWork W2471025604 @default.
- W3123453000 isParatext "false" @default.
- W3123453000 isRetracted "false" @default.
- W3123453000 magId "3123453000" @default.
- W3123453000 workType "article" @default.