1. Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe.
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2. Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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3. Prices and returns: Role of inflation. (2024). Sun, Yulong.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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4. Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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6. Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

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7. International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Zhang, Huajing ; Liu, Hongkui ; Jiang, Fuwei.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

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8. Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670.

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9. Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

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10. Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881.

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11. Predicting returns and dividend growth — The role of non-Gaussian innovations. (2022). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003445.

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12. Forecasting crash risk in U.S. bank returns—The role of credit booms. (2022). Mihai, Marius M ; Mansur, Iqbal.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:76:y:2022:i:c:s092911992200116x.

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13. The FOMC risk shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:302.

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14. The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms. (2021). Sadeghi, Mehdi ; Sarmiento, Julio ; Sandoval, Juan S ; Cayon, Edgardo.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00968-3.

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15. Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas.
    In: Working Papers.
    RePEc:hhs:oruesi:2021_010.

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16. The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39.

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17. Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Wu, Ming ; Ko, Kwangsoo ; Ohk, Ki Yool .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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18. The interaction of actual and fundamental house prices: A general model with an application to Sweden. (2021). Sorensen, Peter Birch ; Bergman, Michael U.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000425.

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19. Are disagreements agreeable? Evidence from information aggregation. (2021). Wang, Liyao ; Li, Jiangyuan ; Huang, Dashan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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20. Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-10.

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21. Why do discount rates vary?. (2020). Kozak, Serhiy ; Santosh, Shrihari.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

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22. Time-varying inflation risk and stock returns. (2020). Szymanowska, Marta ; Duarte, Fernando ; Boons, Martijn ; de Roon, Frans.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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23. What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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24. What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets. (2019). Nitschka, Thomas ; Haab, David R.
    In: Swiss Journal of Economics and Statistics.
    RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0045-3.

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25. Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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26. Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Wu, Ming ; Ko, Kwangsoo ; Ohk, Ki Yool .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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27. The FOMC Risk Shift. (2019). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14037.

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28. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
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    RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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29. The impact of monetary policy on local housing markets: Do regulations matter?. (2018). Tsang, Kwok Ping ; Sun, Xiaojin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1255-0.

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30. The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change. (2018). Jafarian, Mohsen ; Ibrahim, Izani ; Nor, Fauzias Mat.
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    RePEc:mfa:journl:v:26:y:2018:i:1:p:56-72.

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31. An Intertemporal CAPM with stochastic volatility. (2018). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:69634.

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32. Decomposing the predictive power of local and global financial valuation ratios. (2018). Zorn, Josef ; Lawrenz, Jochen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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33. A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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34. The impact of ECB monetary policy surprises on the German stock market. (2018). Sigonius, Markus ; Fausch, Jurg.
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    RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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35. An intertemporal CAPM with stochastic volatility. (2018). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
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    RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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36. Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI.
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    RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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37. Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua.
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38. Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R.
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    RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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39. Monetary Policy and Corporate Bond Returns. (2016). Zekaite, Zivile ; Maio, Paulo ; Kontonikas, Alexandros.
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40. What moves international stock and bond markets?. (2016). Mallucci, Enrico ; Cenedese, Gino.
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41. Short interest and aggregate stock returns. (2016). Zhou, Guofu ; Ringgenberg, Matthew ; Rapach, David E.
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    RePEc:eee:jfinec:v:121:y:2016:i:1:p:46-65.

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42. Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung.
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    RePEc:eee:ecmode:v:59:y:2016:i:c:p:174-181.

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43. Accounting Valuation and Cost of Equity Capital Dynamics. (2016). Callen, Jeffrey L.
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44. The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?. (2016). Pedersen, Thomas ; Engsted, Tom.
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45. Understanding Housing Market Volatility. (2015). Wu, Shu ; Ma, Jun ; Fairchild, Joseph .
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46. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
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47. Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol. (2015). Winkelried, Diego ; Lock, Eduardo .
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48. The Great Depression and the Great Recession: A View from Financial Markets. (2015). Bianchi, Francesco.
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49. Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy. (2015). Zekaite, Zivile ; Nolan, Charles ; Kontonikas, Alexandros.
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50. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
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51. Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis.
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    RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

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52. Moment Matching in the Present Value identity, and a New Model. (2015). McRambaccussing, Dooruj .
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53. An Intertemporal CAPM with Stochastic Volatility. (2015). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert.
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54. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
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55. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
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56. The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?. (2014). Nitschka, Thomas.
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57. What News Drive Variation in Swiss and US Bond and Stock Excess Returns?. (2014). Nitschka, Thomas.
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58. Another Look at the Stock Return Response to Monetary Policy Actions. (2014). Maio, Paulo.
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59. Determining what drives stock returns: Proper inference is crucial: Evidence from the UK. (2014). Wohar, Mark ; Ma, Jun.
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60. Oil shocks, stock market prices, and the U.S. dividend yield decomposition. (2014). Noikokyris, Emmanouil ; Chortareas, Georgios.
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61. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2014). Pedersen, Thomas ; Engsted, Tom.
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62. Speculative Asset Prices. (2014). Shiller, Robert.
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63. Simple risk measure calculations for sums of positive random variables. (2013). Sarabia, José María ; Prieto, Faustino ; Guillen, Montserrat.
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64. Downside risk of international stock returns. (2012). Galsband, Victoria .
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1. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
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2. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2013). Pedersen, Thomas ; Engsted, Tom.
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3. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco.
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4. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
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5. Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten .
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6. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
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7. Transition to the Euro and its impact on country portfolio diversification. (2011). Smimou, K..
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8. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
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9. Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Cai, Yijie ; Li, Dan.
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10. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas.
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11. The Role of Portfolio Constraints in the International Propagation of Shocks. (2008). Rigobon, Roberto ; Pavlova, Anna.
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12. A GARCH-based method for clustering of financial time series: International stock markets evidence. (2007). Crato, Nuno ; Caiado, Jorge.
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13. Is there an identity within international stock market volatilities?. (2007). Peña, Daniel ; Crato, Nuno ; Caiado, Jorge ; Pea, Daniel.
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14. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
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15. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
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16. Can Fundamentals Explain Cross-Country Correlations of Asset Returns?. (2006). Rodriguez, Rosa ; Restoy, Fernando.
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17. Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?. (2006). Napolitano, Oreste.
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18. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
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19. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis.
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20. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
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22. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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23. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
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24. Can fundamentals explain cross-country correlations of asset returns?. (2005). Rodriguez, Rosa ; Restoy, Fernando.
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25. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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26. Cash flows and discount rates, industry and country effects, and co-movement in stock returns. (2004). Wongswan, Jon ; Ammer, John.
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27. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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28. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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29. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
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30. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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31. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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32. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
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33. International market linkages. (2003). Bailey, Warren ; Choi, Jay J..
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34. U.S. multinationals and the home bias puzzle: an empirical analysis. (2003). Salehizadeh, Mehdi.
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35. The persistence of international diversification benefits before and during the Asian crisis. (2003). Rose, Lawrence ; Meyer, Thomas O..
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36. The empirical relationship between risk and return: evidence from the UK stock market. (2003). Xing, Xuejing ; Howe, John S..
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37. A Bayesian analysis of a variance decomposition for stock returns. (2003). Li, Kai ; Koop, Gary ; Hollifield, Burton.
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38. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
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39. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
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40. Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. (2002). Christodoulakis, George ; Satchell, Stephen E..
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41. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
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42. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
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43. Global equity styles and industry effects: the pre-eminence of value relative to size. (2001). Kuo, Weiyu ; Satchell, Stephen E..
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44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
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45. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
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46. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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47. An analysis of the relationship between international bond markets. (2000). Lekkos, Ilias ; Clare, Andrew.
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48. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Traichal, Patrick A. ; Braun, Gary P..
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49. Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott .
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50. The relationship between international bond markets and international stock markets. (1998). Swanson, Peggy E. ; Gallo, John G. ; Lim, Edward S..
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