Asset Pricing and Investor Behaviour
Research group information
Participants
Richard Priestley
Ilan Cooper
Paul Ehling
Samuli Knüpfer
Chunyu Yang
Øyvind Norli
Dagfinn Rime
Espen Henriksen
Contact
Research group manager
Richard Priestley
Responsible units(s)
Department of Finance
Publications
Linear and Nonlinear exchange rate exposure
(2007)
Priestley,
Richard;Ødegaard,
Bernt Arne
Journal of International Money and Finance
The impact of the EMU on the equity cost of capital
(2007)
Hardouvelis,
G.A.;Malliaropulos,
D.;Priestley,
Richard
Journal of International Money and Finance
Time-Varying Risk Premiums and the Output Gap
(2009)
Priestley,
Richard;Cooper,
Ilan
The Review of financial studies
Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
(2009)
Gómez,
Juan-Pedro;Priestley,
Richard;Zapatero,
Fernando
Journal of Finance
The World Business Cycle and Expected Returns
(2013)
Cooper,
Ilan;Priestley,
Richard
Review of Finance
Real Investment and Risk Dynamics
(2011)
Cooper,
Ilan;Priestley,
Richard
Journal of Financial Economics
Management compensation and market timing under portfolio constraints
(2012)
Agarwal,
Vikas;Gómez,
Juan-Pedro;Priestley,
Richard
Journal of Economic Dynamics and Control
Dividend Smoothing and Predictability
(2012)
Chen,
Long;Da,
Zhi;Priestley,
Richard
Management science
Dividend Growth, Cash Flow and Discount Rate News
(2012)
Garrett,
I.;Priestley,
Richard
Journal of Financial and Quantitative Analysis
The expected returns and valuations of private and public firms
(2016)
Cooper,
Ilan;Priestley,
Richard
Journal of Financial Economics
Labor Income, Relative Wealth Concerns and the Cross Section of Stock Returns
(2016)
Gomez,
Juan Pedro;Priestley,
Richard;Zapatero,
Fernando
Journal of Financial and Quantitative Analysis