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What Is the Expected Return on a Stock?

https://doi.org/10.1111/jofi.12778
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Capital Asset Pricing Model (CAPM)
inferredcites →https://doi.org/10.1016/0304-405x(90)90012-oopenalex-snapshot
The numeraire portfolio
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.008openalex-snapshot
Short sales, institutional investors and the cross-section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.003openalex-snapshot
Idiosyncratic risk and the cross-section of expected stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2013.10.005openalex-snapshot
Betting against beta
inferredcites →https://doi.org/10.1016/j.jfineco.2015.09.010openalex-snapshot
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
inferredcites →https://doi.org/10.1080/07474930802459016openalex-snapshot
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
inferredcites →https://doi.org/10.1081/etc-120028836openalex-snapshot
Automatic Block-Length Selection for the Dependent Bootstrap
inferredcites →https://doi.org/10.1086/261749openalex-snapshot
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.1086/296025openalex-snapshot
Prices of State-Contingent Claims Implicit in Option Prices
inferredcites →https://doi.org/10.1093/qje/qjw034openalex-snapshot
What is the Expected Return on the Market?*
inferredcites →https://doi.org/10.1093/rfs/16.1.0101openalex-snapshot
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-snapshot
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhn038openalex-snapshot
Variance Risk Premiums
inferredcites →https://doi.org/10.1093/rfs/hhn053openalex-snapshot
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
inferredcites →https://doi.org/10.1093/rfs/hhs087openalex-snapshot
Measuring Equity Risk with Option-implied Correlations
inferredcites →https://doi.org/10.1093/rfs/hhx089openalex-snapshot
The Factor Structure in Equity Options
inferredcites →https://doi.org/10.1093/rfs/hhz075openalex-snapshot
A Bound on Expected Stock Returns
inferredcites →https://doi.org/10.1093/rof/rfq029openalex-snapshot
Option-Implied Measures of Equity Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1973.tb01378.xopenalex-snapshot
EVIDENCE ON THE “GROWTH‐OPTIMUM” MODEL
inferredcites →https://doi.org/10.1111/j.1540-6261.1982.tb03607.xopenalex-snapshot
The Arbitrage Pricing Theory: Is it Testable?
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb02370.xopenalex-snapshot
Yes, The APT Is Testable
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-snapshot
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01795.xopenalex-snapshot
Ex Ante Skewness and Expected Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12181openalex-snapshot
The Joint Cross Section of Stocks and Options
inferredcites →https://doi.org/10.1111/jofi.12737openalex-snapshot
(Almost) Model‐Free Recovery
inferredcites →https://doi.org/10.1214/aos/1018031117openalex-snapshot
Theoretical comparisons of block bootstrap methods
inferredcites →https://doi.org/10.1214/aos/1176347265openalex-snapshot
The Jackknife and the Bootstrap for General Stationary Observations
inferredcites →https://doi.org/10.1257/aer.20180019openalex-snapshot
The Quanto Theory of Exchange Rates
inferredcites →https://doi.org/10.1561/104.00000024openalex-snapshot
The Cross-section of Expected Stock Returns
inferredcites →https://doi.org/10.21034/dp.29openalex-snapshot
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.2139/ssrn.1301437openalex-snapshot
Measuring Equity Risk with Option-Implied Correlations
inferredcites →https://doi.org/10.2139/ssrn.2077381openalex-snapshot
Dividend Growth Predictability and the Price-Dividend Ratio
inferredcites →https://doi.org/10.2139/ssrn.282451openalex-snapshot
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.2139/ssrn.661481openalex-snapshot
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
inferredcites →https://doi.org/10.2307/1913601openalex-snapshot
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
inferredcites →https://doi.org/10.3905/jpm.1983.408938openalex-snapshot
Current investor expectations and better betas
inferredcites →https://doi.org/10.3905/jpm.2018.44.6.047openalex-snapshot
Options and the Gamma Knife

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Option-Implied Expected Equity Returns and Loan Contracting
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Ambiguity and the Skewness Premium
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Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach
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Venturing into uncharted territory: An extensible implied volatility surface model
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Predictive power of the implied volatility term structure in the fixed‐income market
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Crash Risk Matters: An Option‐Implied Approach to the Expected Market Return
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On horizon-consistent mean-variance portfolio allocation
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Option-implied information: What’s the vol surface got to do with it?
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Risk neutral variances to compute expected returns using data from S&P BSE 100 firms—a replication study
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What is the expected return on Bitcoin? Extracting the term structure of returns from options prices
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Trading on government contracts: The investment potential of public procurement awards
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Synchronous social media and the stock market
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The risk aversion and uncertainty channels between finance and macroeconomics
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Implied equity premium and market beta
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Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?
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Option implied dividends and the market risk premium
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Investor information gathering and the resolution of uncertainty
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Dissecting the return-predicting power of risk-neutral variance
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Estimation of expected return integrating real-time asset prices implied information and historical data
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Isolating the Disaster Risk Premium with Equity Options
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Out-of-sample equity premium prediction: The role of option-implied constraints
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Momentum is still there conditional on volatility-amplified pessimism
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Option-implied variance asymmetry and stock market returns
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Notes on the yield curve
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The conditional expected market return
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Index option returns and generalized entropy bounds
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Asset pricing with heterogeneous agents and long-run risk
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Long-term discount rates do not vary across firms
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Stocks for the long run? Evidence from a broad sample of developed markets
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Validity, tightness, and forecasting power of risk premium bounds
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Recovering the FOMC Risk Premium
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Disaster resilience and asset prices
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The return of return dominance: Decomposing the cross-section of prices
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Why does options market information predict stock returns?
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How valuable is corporate adaptation to crisis? Estimates from Covid-19 work-from-home announcements
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Machine-learning about ESG preferences: Evidence from fund flows
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Green-adjusted share prices: A comparison between standard investors and investors with green preferences
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Expected market risk premiums in the international cross-section
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The FOMC Risk Shift
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Deriving equity risk premium using dividend futures
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Detecting stock market regimes from option prices
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Does Corporate Investment Respond to the Time-Varying Cost of Capital? Empirical Evidence
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Inferring Aggregate Market Expectations from the Cross Section of Stock Prices
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Measuring 'State-level' Economic Policy Uncertainty
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Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns?
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Option-Implied Dependence and Correlation Risk Premium
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Climate-Triggered Institutional Price Pressure: Does It Affect Firms’ Cost of Equity?
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Common risk factors and risk–return trade-off for REITs and treasuries
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Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
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Impact of long run investment of stock in developed & developing economies
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On the Autocorrelation of the Stock Market*
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Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
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Equity Return Predictability with the ICAPM
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CAPM-Based Company (Mis)valuations
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Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
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The Variance Premium and Seasonal Momentum in Option Returns
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Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
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A Bound on Expected Stock Returns
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Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns
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Dissecting the investor space
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The impact of brand familiarity, perceived trust and attitude on investors’ decision-making in Islamic stock market
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Portfolio allocation across variance risk premia
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Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model
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Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
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A Theory of Equivalent Expectation Measures for Contingent Claim Returns
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Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
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Information in Derivatives Markets: Forecasting Prices with Prices
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Motives to Invest in the Stock Market: A Comparative Study of Motives During Bullish and Bearish Periods
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The Quanto Theory of Exchange Rates
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Sentiment and Speculation in a Market with Heterogeneous Beliefs
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The Effect of Reporting Streaks on Ex Ante Uncertainty
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Dispersion of Beliefs Bounds: Sentimental Recovery
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A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
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Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
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Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
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A Macrofinance Model for Option Prices: A Story of Rare Economic Events
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Recovering Implied Volatility
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Pricing Climate Change Exposure
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Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?
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A general equilibrium approach to pricing volatility risk
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Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
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Stock Markets During COVID-19
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Market beta coefficient and enterprise risk management: A literature review
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Os efeitos da Covid-19 sobre os desempenhos das ações dos setores da B3
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Evaluating Implied Cost of Capital Estimates
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Index Option Returns and Generalized Entropy Bounds
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Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
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Moneyness, Volatility, and the Cross-Section of Option Returns
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A Factor Structure for Implied Volatility
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Does Corporate Investment Respond to Time-Varying Risk Premia? Empirical Evidence
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Stratified Market Risk--An Analysis of Two Markets
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Asymmetry in Variance: Does It Matter to Stock Returns? *
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Expected Stock Returns and the Correlation Risk Premium
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The Contribution of Mispricing to Expected Returns
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What Drives Expected Stock Returns? Long-Run Risk and Endogenous Leverage
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Long-Term Discount Rates Do Not Vary Across Firms
inferred← citeshttps://doi.org/10.2139/ssrn.3284517openalex-snapshot
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
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Never a Dull Moment: Entropy Risk in Commodity Markets
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Dividend Capture Returns: Anomaly or Risk Premium? Evidence from the Equity Options Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3353903openalex-snapshot
The CAPM Holds
inferred← citeshttps://doi.org/10.2139/ssrn.3357656openalex-snapshot
On the (Im)Possibility of Estimating Expected Return from Risk-Neutral Variance
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Does the CAPM Predict Returns?
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The Pricing of Market and Idiosyncratic Jump and Volatility Risks
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Manifestations of Political Uncertainty around US Presidential Elections: Cross-Sectional Evidence from the Option Market
inferred← citeshttps://doi.org/10.2139/ssrn.3451323openalex-snapshot
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
inferred← citeshttps://doi.org/10.2139/ssrn.3464298openalex-snapshot
A New Formula for the Expected Excess Return of the Market
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Dispersion of Beliefs Bounds: Sentimental Recovery
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In Search of a Factor Model for Optionable Stocks
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Anything Goes: Pricing Physical Climate Risk
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Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
inferred← citeshttps://doi.org/10.2139/ssrn.3557564openalex-snapshot
What Does High Frequency Identification Tell Us About the Transmission and Synchronization of Business Cycles?
inferred← citeshttps://doi.org/10.2139/ssrn.3565130openalex-snapshot
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
inferred← citeshttps://doi.org/10.2139/ssrn.3576394openalex-snapshot
The Impact of Heterogeneous Unconventional Monetary Policies on the Expectation of Market Crashes
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Disaster Resilience and Asset Prices
inferred← citeshttps://doi.org/10.2139/ssrn.3636202openalex-snapshot
A Theory of Equivalent Expectation Measures for Contingent Claim Returns
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The Ex Ante Physical Distributions of Individual Stock Returns
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Risk Premium Bounds: Slackness Tests and Return Predictions
inferred← citeshttps://doi.org/10.2139/ssrn.3748570openalex-snapshot
Endogenous Option Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.3792366openalex-snapshot
Pricing Climate Change Exposure
inferred← citeshttps://doi.org/10.2139/ssrn.3795486openalex-snapshot
Stock Option Predictability for the Cross-Section
inferred← citeshttps://doi.org/10.2139/ssrn.3803993openalex-snapshot
Recovering Conditional Factor Risk Premia
inferred← citeshttps://doi.org/10.2139/ssrn.3810730openalex-snapshot
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
inferred← citeshttps://doi.org/10.2139/ssrn.3810878openalex-snapshot
What is the Time Series Regression of the Stock Market Return?
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On Time-Consistent Multi-Horizon Portfolio Allocation
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Butterfly Implied Returns
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Venturing into Uncharted Territory: An Extensible Parametric Implied Volatility Surface Model
inferred← citeshttps://doi.org/10.2139/ssrn.3906157openalex-snapshot
Changing Expected Returns Can Induce Spurious Components in Autocorrelations
inferred← citeshttps://doi.org/10.2139/ssrn.3907951openalex-snapshot
The Impact of Heterogeneous Unconventional Monetary Policies on the Expectations of Market Crashes
inferred← citeshttps://doi.org/10.2139/ssrn.3961096openalex-snapshot
Information-Driven Volatility
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Changing Expected Returns Can Induce Spurious Serial Correlation
inferred← citeshttps://doi.org/10.2139/ssrn.3983616openalex-snapshot
Disaster Resilience and Asset Prices
inferred← citeshttps://doi.org/10.2139/ssrn.3997905openalex-snapshot
Volatility Risk and Monotonic Pricing Kernels
inferred← citeshttps://doi.org/10.2139/ssrn.4056360openalex-snapshot
Climate Change Regulatory Risks and Households' Portfolio Choices
inferred← citeshttps://doi.org/10.2139/ssrn.4069015openalex-snapshot
ESG Investing: A Tale of Two Preferences
inferred← citeshttps://doi.org/10.2139/ssrn.4130268openalex-snapshot
Conditional Leverage and the Term Structure of Option-Implied Equity Risk Premia
inferred← citeshttps://doi.org/10.2139/ssrn.4170950openalex-snapshot
Does the Market Understand Time Variation in the Equity Premium?
inferred← citeshttps://doi.org/10.2139/ssrn.4172398openalex-snapshot
Option-Implied Moments: A Generalized Moment Problem Approach
inferred← citeshttps://doi.org/10.2139/ssrn.4176416openalex-snapshot
Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress
inferred← citeshttps://doi.org/10.2139/ssrn.4181092openalex-snapshot
Market Probability of Interest Rate Tick Movements
inferred← citeshttps://doi.org/10.2139/ssrn.4194025openalex-snapshot
The Predictability of Short Selling Loan Fees
inferred← citeshttps://doi.org/10.2139/ssrn.4228738openalex-snapshot
The Value of Corporate Adaptation in Bad Times: Evidence from COVID Crisis Work-from-Home Announcements
inferred← citeshttps://doi.org/10.2139/ssrn.4279862openalex-snapshot
The Cross-section of Subjective Expectations: Understanding Prices and Anomalies
inferred← citeshttps://doi.org/10.2139/ssrn.4310213openalex-snapshot
Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors
inferred← citeshttps://doi.org/10.2139/ssrn.4342267openalex-snapshot
Ex-Ante Risk Premia on Earnings Announcements: Evidence from the Options Market
inferred← citeshttps://doi.org/10.2139/ssrn.4345646openalex-snapshot
Transfer Learning for Expected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4350975openalex-snapshot
Market-Based Probability of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4373579openalex-snapshot
The Implied Equity Premium
inferred← citeshttps://doi.org/10.2139/ssrn.4380818openalex-snapshot
Tail Recovery
inferred← citeshttps://doi.org/10.2139/ssrn.4391444openalex-snapshot
Firm-Level Green Innovation Beyond Patents
inferred← citeshttps://doi.org/10.2139/ssrn.4407226openalex-snapshot
Market-Based 'Actual' Returns of Investors
inferred← citeshttps://doi.org/10.2139/ssrn.4525782openalex-snapshot
Portfolio Selection over Ordinal Uncertainty Sets
inferred← citeshttps://doi.org/10.2139/ssrn.4531181openalex-snapshot
Deep Learning from Implied Volatility Surfaces
inferred← citeshttps://doi.org/10.2139/ssrn.4560309openalex-snapshot
How Carbon Is Priced in Cryptocurrencies
inferred← citeshttps://doi.org/10.2139/ssrn.4565218openalex-snapshot
Commonalities in Firm-level Implied Volatilities
inferred← citeshttps://doi.org/10.2139/ssrn.4565351openalex-snapshot
Forward Return Expectations
inferred← citeshttps://doi.org/10.2139/ssrn.4567751openalex-snapshot
Passive Investing and Market Quality
inferred← citeshttps://doi.org/10.2139/ssrn.4569806openalex-snapshot
Option Implied Dividends and the Market Risk Premium
inferred← citeshttps://doi.org/10.2139/ssrn.4660007openalex-snapshot
Do firms mitigate climate impact on employment? Evidence from US heat shocks
inferred← citeshttps://doi.org/10.2139/ssrn.4667492openalex-snapshot
Do Firms Mitigate Climate Impact on Employment? Evidence from US Heat Shocks
inferred← citeshttps://doi.org/10.2139/ssrn.4744608openalex-snapshot
In Search of the True Greenium
inferred← citeshttps://doi.org/10.2139/ssrn.4798269openalex-snapshot
Good Inflation, Bad Inflation, and the Dynamics of Credit Risk
inferred← citeshttps://doi.org/10.2139/ssrn.4854521openalex-snapshot
Butterfly Implied Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4871119openalex-snapshot
Estimating the Intertemporal Risk Return Relation Using Option Implied Expected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4884651openalex-snapshot
How Important are Ex-Ante Idiosyncratic Risks for the Return on a Stock?
inferred← citeshttps://doi.org/10.2139/ssrn.4934246openalex-snapshot
Discount Rate Revision and the Mispricing Factor Zoo
inferred← citeshttps://doi.org/10.2139/ssrn.5121679openalex-snapshot
December Effect in Option Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5140381openalex-snapshot
Dirty Business: Transition Risk of Factor Portfolios
inferred← citeshttps://doi.org/10.2139/ssrn.5197800openalex-snapshot
A Forward-Looking Index of Market Variance
inferred← citeshttps://doi.org/10.2139/ssrn.5244137openalex-snapshot
Optimal Non-swing Trading
inferred← citeshttps://doi.org/10.2139/ssrn.5295880openalex-snapshot
Congressional Trading, Informational Advantages, and Disclosure Timing
inferred← citeshttps://doi.org/10.2139/ssrn.5332438openalex-snapshot
No News is News: Volatility Speculation and Multidimensional Heterogeneous Beliefs
inferred← citeshttps://doi.org/10.2139/ssrn.5340063openalex-snapshot
Carbon Tilts and Factor Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5341704openalex-snapshot
Pricing News and No News with Heterogeneous Beliefs
inferred← citeshttps://doi.org/10.2139/ssrn.5353478openalex-snapshot
Ex-Ante Risk Timing
inferred← citeshttps://doi.org/10.2139/ssrn.5371578openalex-snapshot
Forecasting Realized Volatility from Option Prices
inferred← citeshttps://doi.org/10.2139/ssrn.5372192openalex-snapshot
Nonlinear Common Risk Premia for Stocks and Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.5387158openalex-snapshot
The Shades of Investment Factors
inferred← citeshttps://doi.org/10.2139/ssrn.5404768openalex-snapshot
Option-Implied Risk Premia with Intertemporal Hedging
inferred← citeshttps://doi.org/10.2139/ssrn.5417018openalex-snapshot
ESG Investing During Calm and Crisis: Evidence from Option-Implied Expected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5574850openalex-snapshot
Unexpected Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5581513openalex-snapshot
Golden CAPM
inferred← citeshttps://doi.org/10.2139/ssrn.5683202openalex-snapshot
Pricing of Climate Event Risks and Opportunities in the Options Market
inferred← citeshttps://doi.org/10.2139/ssrn.5772263openalex-snapshot
Climate News and Asset Valuations: Insights from Latin America
inferred← citeshttps://doi.org/10.2139/ssrn.5772342openalex-snapshot
Beyond Brown: Oil Shocks and Carbon Premium
inferred← citeshttps://doi.org/10.2139/ssrn.6016274openalex-snapshot
Conditional Expected Returns on Individual Stocks with and without Intertemporal Hedging
inferred← citeshttps://doi.org/10.2139/ssrn.6024294openalex-snapshot
Extracting Forward Equity Return Expectations Using Derivatives
inferred← citeshttps://doi.org/10.2139/ssrn.6780582openalex-snapshot
Corporate Labor Misconduct Risk: Evidence from 10-K Disclosures and Enforcement
inferred← citeshttps://doi.org/10.2139/ssrn.6890048openalex-snapshot
The Implied Volatility Surface and the Cross-Section of Stock Returns: Evidence from Machine Learning
inferred← citeshttps://doi.org/10.2139/ssrn.7300780openalex-snapshot
The Performance of Expected Return Proxies
inferred← citeshttps://doi.org/10.22439/phd.13.2023openalex-snapshot
Essays on Empirical Asset Pricing
inferred← citeshttps://doi.org/10.22495/jgrv12i2art17openalex-snapshot
Cryptocurrency gamification: Having fun or making money
inferred← citeshttps://doi.org/10.2308/jata-2020-003openalex-snapshot
Investor Taxes and Option Prices
inferred← citeshttps://doi.org/10.24148/wp2021-23openalex-snapshot
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
inferred← citeshttps://doi.org/10.24149/wp2202openalex-snapshot
Endogenous Option Pricing
inferred← citeshttps://doi.org/10.2478/eoik-2021-0023openalex-snapshot
The Impact of the COVID-19 Pandemic on the Macroeconomic Aggregates of the European Union
inferred← citeshttps://doi.org/10.24843/eja.2022.v32.i09.p12openalex-snapshot
Financial Performance in Predicting Stock Return: Study on Non-Financial Companies Listed on IDX
inferred← citeshttps://doi.org/10.26686/wgtn.23163467openalex-snapshot
Equity Valuation and Climate Change
inferred← citeshttps://doi.org/10.31219/osf.io/hsxtuopenalex-snapshot
A Theory of Equivalent Expectation Measures for Contingent Claim Returns
inferred← citeshttps://doi.org/10.3386/w30994openalex-snapshot
The US, Economic News, and the Global Financial Cycle
inferred← citeshttps://doi.org/10.3386/w31967openalex-snapshot
Do Firms Mitigate Climate Impact on Employment? Evidence from US Heat Shocks
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