“Market Return Decomposition and Equity Risk Premium Predictability”，
SSRN链接：https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5025593.
The paper has been presented at BI Norwegian Business School, the Federal Reserve Bank of Atlanta, National Chengchi University, Shanghai Jiao Tong University, the University of Hong Kong, the University of Macau, the University of Texas at San Antonio, Vienna University of Economics and Business (WU), and Washington University in St. Louis, as well as at the Asian Finance Association Annual Conference (2025), the Fintech and Behavioral Finance Forum (2025), and the Vienna Congress on Mathematical Finance (2025).
