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ECONIS (ZBW)
335
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1
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
2
Decomposition of risk for small size and low book-to-market stocks
Kale, Arati
;
Kale, Devendra
;
Villupuram, Sriram
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10014511607
Saved in:
3
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
Saved in:
4
Life-cycle risk-taking with personal disaster risk
Bagliano, Fabio C.
;
Fugazza, Carolina
;
Nicodano, Giovanna
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 378-396
Persistent link: https://www.econbiz.de/10014446773
Saved in:
5
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
6
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Saved in:
7
A closer look at industry-associated value premium : evidence from India
Sharma, Bhumiswor
;
Srikanth, P.
;
Mathew, Mareena
- In:
Global business & economics review
27
(
2022
)
3
,
pp. 352-392
Persistent link: https://www.econbiz.de/10013453834
Saved in:
8
Robust leverage choice of hedge funds with rare disasters
Yan, Jingzhou
;
Mu, Congming
;
Yan, Qianhui
;
Luo, Deqing
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472621
Saved in:
9
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
10
Gold risk premium estimation with machine learning methods
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477822
Saved in:
11
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
12
News-based sentiment and the value premium
Fabozzi, Francesco A.
;
Nazemi, Abdolreza
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014333316
Saved in:
13
Factors in Swiss franc corporate bond returns
Manser, Samuel
- In:
Financial markets and portfolio management
37
(
2023
)
3
,
pp. 277-296
Persistent link: https://www.econbiz.de/10014334141
Saved in:
14
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
15
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
16
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
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17
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
18
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
19
A Bayesian perspective on commodity style integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
Saved in:
20
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
21
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
22
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
23
Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs
Kim, Marco Jinhwan
;
Cho, Hoon
;
Seok, Sangik
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014490179
Saved in:
24
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
25
Sources of the value premium
Chinloy, Peter
;
Imes, Matthew
;
Liu, Wendy
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014365489
Saved in:
26
Measuring the myopic loss aversion premium : an experimental approach
Filip, Angela-Maria
;
Zsolt Nagy, Bálint
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2337-2341
Persistent link: https://www.econbiz.de/10014365774
Saved in:
27
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
Saved in:
28
Is liquidity risk priced in cryptocurrency markets?
Han, SeungOh
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2481-2487
Persistent link: https://www.econbiz.de/10014365989
Saved in:
29
ESG, time horizons, risks and stock returns
Minh Thi Hong Dinh
- In:
Research in international business and finance
65
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014436065
Saved in:
30
Differential treatment in the bond market : sovereign risk and mutual fund portfolios
Converse, Nathan
;
Mallucci, Enrico
- In:
Journal of international economics
145
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480229
Saved in:
31
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
32
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
33
Endogenous discounting, investment and asset pricing
Niu, Yingjie
;
Zhao, Siqi
;
Zou, Zhentao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 644-650
Persistent link: https://www.econbiz.de/10014253253
Saved in:
34
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
35
Tactical asset allocation, risk premia, and the business cycle : a macro regime approach
De Longis, Alessio
;
Ellis, Dianne
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 103-126
Persistent link: https://www.econbiz.de/10014232254
Saved in:
36
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
37
Underdiversification puzzle, volatility puzzle and equity premium puzzle : a common solution
Ardalan, Kavous
- In:
Studies in economics and finance
40
(
2023
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10014227415
Saved in:
38
Factor investing : a unified view
Kim, Saejoon
- In:
Applied economics
55
(
2023
)
14
,
pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
Saved in:
39
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
40
Expected return : expected loss approach to optimal portfolio investment
Blavatskyy, Pavlo
- In:
Theory and decision : an international journal for …
94
(
2023
)
1
,
pp. 63-81
Persistent link: https://www.econbiz.de/10013549126
Saved in:
41
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
42
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
43
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
44
Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji
;
Suresh, P. Srinivasa
- In:
International Journal of Financial Markets and …
8
(
2022
)
3
,
pp. 205-222
Persistent link: https://www.econbiz.de/10013255826
Saved in:
45
The price of microstructure risk on emerging stock markets : towards an integration of African financial markets
Hikouatcha, Prince
;
Bidias, Hans Patrick Menik
;
Kamdem, …
- In:
International Journal of Financial Markets and …
8
(
2022
)
3
,
pp. 244-274
Persistent link: https://www.econbiz.de/10013255833
Saved in:
46
Riding the 1/N premium
Kaiser, Lars
;
Peter, Georg
- In:
The journal of investing : JOI
31
(
2022
)
2
,
pp. 94-109
Persistent link: https://www.econbiz.de/10013174932
Saved in:
47
Multi-asset class factor premia : a strategic asset allocation perspective
Cavaglia, Stefano
;
Scott, Louis
;
Blay, Kenneth
;
Hixon, Scott
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 14-32
Persistent link: https://www.econbiz.de/10013175490
Saved in:
48
Workhorse or Trojan horse? : the alternative risk premium conundrum in multi-asset portfolios
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 147-182
Persistent link: https://www.econbiz.de/10013175533
Saved in:
49
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
50
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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