Value Return Predictability across Asset Classes and Commonalities in Risk Premia

DOI10.1093/ROF/RFAA011zbMath1489.91253OpenAlexW3123540679MaRDI QIDQ5071810

A. Tamoni, Fahiz Baba Yara, Martijn Boons

Publication date: 22 April 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/99415

zbMATH Keywords

return predictabilityalternative assetscommon and asset class-specific valueglobal asset pricingvalue spread

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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