The Impact of Uncertainty Shocks on the Cross-Section of Returns

2016/01/01 by Woo Hwa Koh
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.jbankfin.2026.107780

openalex publication_date 2016/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Citations

• Common risk factors in the returns on stocks and bonds
• Irreversibility, Uncertainty, and Cyclical Investment
• An Intertemporal Capital Asset Pricing Model
• The Impact of Uncertainty Shocks
• The Market for "Lemons": Quality Uncertainty and the Market Mechanism
• Growth Opportunities, Technology Shocks, and Asset Prices
• Optimal Investment with Costly Reversibility
• Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns