State Prices of Conditional Quantiles: New Evidence on Time-Varying Expected Returns

2011 ◽  
Author(s):  
Konstantinos Metaxoglou ◽  
Aaron D. Smith
Keyword(s):  
Expected Returns ◽  
Time Varying ◽  
Conditional Quantiles ◽  
New Evidence

What Matters When? Time-Varying Sparsity in Expected Returns

2019 ◽  
Author(s):  
Daniele Bianchi ◽  
Matthias Büchner ◽  
Andrea Tamoni
Keyword(s):  
Expected Returns ◽  
Time Varying ◽  
What Matters

scholarly journals End-of-the-year economic growth and time-varying expected returns

2015 ◽  
Vol 115 (1) ◽  
pp. 136-154 ◽  
Author(s):  
Stig V. Møller ◽  
Jesper Rangvid
Keyword(s):  
Economic Growth ◽  
Expected Returns ◽  
Time Varying
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