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ECONIS (ZBW)
122
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1
International factor models
Huber, Daniel
;
Jacobs, Heiko
;
Müller, Sebastian
; …
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014428949
Saved in:
2
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
3
Competition, investment reversibility, and equity risk premium
Zhang, Zhou
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491902
Saved in:
4
The pricing of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
5
The capital gain lock-in effect and seasoned equity offerings
Hasan, M. Emrul
;
Klein, Peter
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461776
Saved in:
6
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
7
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
8
Listing of classical options and the pricing of discount certificates
Schertler, Andrea
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659941
Saved in:
9
International stochastic discount factors and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
Saved in:
10
Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor
;
Garcia, René
;
Lewin, Marcelo
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662395
Saved in:
11
The q5 model and its consistency with the intertemporal CAPM
Lin, Qi
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820950
Saved in:
12
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
13
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
14
Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark
;
Wang, Shujing
;
Wei, K. C. John
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
Saved in:
15
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
16
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
17
Stock extreme illiquidity and the cost of capital
Belkhir, Mohamed
;
Saad, Mohsen M.
;
Samet, Anis
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012225312
Saved in:
18
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
19
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
20
The correlation structure of anomaly strategies
Geertsema, Paul
;
Lu, Helen
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-39
Persistent link: https://www.econbiz.de/10012521278
Saved in:
21
Regret-based capital asset pricing model
Qin, Jie
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012489015
Saved in:
22
Factoring characteristics into returns : a clinical study on the SMB and HML portfolio construction methods
Lambert, Marie
;
Fays, Boris
;
Hübner, Georges
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012489144
Saved in:
23
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
24
The R&D anomaly : risk or mispricing?
Leung, Woon Sau
;
Evans, Kevin P.
;
Mazouz, Khelifa
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012489196
Saved in:
25
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
26
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
27
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
Saved in:
28
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
29
A network approach to unravel asset price comovement using minimal dependence structure
Carvalho, Pablo José Campos de
;
Gupta, Aparna
- In:
Journal of banking & finance
91
(
2018
),
pp. 119-132
Persistent link: https://www.econbiz.de/10011963651
Saved in:
30
Real estate as a common risk factor in bank stock returns
Carmichael, Benoît
;
Coën, Alain
- In:
Journal of banking & finance
94
(
2018
),
pp. 118-130
Persistent link: https://www.econbiz.de/10011966483
Saved in:
31
A new risk factor based on equity duration
Mohrschladt, Hannes
;
Nolte, Sven
- In:
Journal of banking & finance
96
(
2018
),
pp. 126-135
Persistent link: https://www.econbiz.de/10011967189
Saved in:
32
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
33
The cross-section of expected stock returns in the property/liability insurance industry
Ben Ammar, Semir
;
Eling, Martin
;
Milidonis, Andreas
- In:
Journal of banking & finance
96
(
2018
),
pp. 292-321
Persistent link: https://www.econbiz.de/10011967228
Saved in:
34
Temperature shocks and the cost of equity capital : implications for climate change perceptions
Balvers, Ronald J.
;
Du, Ding
;
Zhao, Xiaobing
- In:
Journal of banking & finance
77
(
2017
),
pp. 18-34
Persistent link: https://www.econbiz.de/10011814343
Saved in:
35
Financial contagion risk and the stochastic discount factor
Piccotti, Louis R.
- In:
Journal of banking & finance
77
(
2017
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
Saved in:
36
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
37
The market price of risk of the variance term structure
Dotsis, George
- In:
Journal of banking & finance
84
(
2017
),
pp. 41-52
Persistent link: https://www.econbiz.de/10011816835
Saved in:
38
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
Cao, Jie
;
Han, Bing
- In:
Journal of banking & finance
73
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011635615
Saved in:
39
Transaction costs, liquidity risk, and the CCAPM
Liu, Weimin
;
Luo, Di
;
Zhao, Huainan
- In:
Journal of banking & finance
63
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011634184
Saved in:
40
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
41
What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of banking & finance
67
(
2016
),
pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
Saved in:
42
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben
;
Hodrick, Robert J.
- In:
Journal of banking & finance
67
(
2016
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011634670
Saved in:
43
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
44
Keeping up with the Joneses and optimal diversification
Levy, Moshe
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
Saved in:
45
What explains the value premium? : the case of adjustment costs, operating leverage and financial leverage
Cao, Viet Nga
- In:
Journal of banking & finance
59
(
2015
),
pp. 350-366
Persistent link: https://www.econbiz.de/10011544583
Saved in:
46
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
47
On comparing zero-alpha tests across multifactor asset pricing models
Moor, Lieven de
;
Dhaene, Geert
;
Sercu, Piet
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 235-240
Persistent link: https://www.econbiz.de/10011586907
Saved in:
48
The pricing of deposit insurance in the presence of systematic risk
Lee, Shih-Cheng
;
Lin, Chien-ting
;
Tsai, Ming-shann
- In:
Journal of banking & finance
51
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011317822
Saved in:
49
An intertemporal capital asset pricing model with bank credit growth as a state variable
Hammami, Yacine
;
Lindahl, Anna
- In:
Journal of banking & finance
39
(
2014
),
pp. 14-28
Persistent link: https://www.econbiz.de/10010340775
Saved in:
50
A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran
;
Rajaratnam, Bala
;
Rajaratnam, Kanshukan
- In:
Journal of banking & finance
49
(
2014
),
pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
Saved in:
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