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ECONIS (ZBW)
4,210
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301
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301
Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms
Diyarbakirlioglu, Erkin
;
Desban, Marc
;
Lajili Jarjir, Souad
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 1-78
Persistent link: https://www.econbiz.de/10014253276
Saved in:
302
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:
303
Trade momentum for alpha
Hong, Weiting
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245331
Saved in:
304
Asset allocation implications of illiquid assets
Berrada, Tony
;
Scaillet, Olivier
;
Zhang, Zhicheng
- In:
The journal of investing : JOI
31
(
2022
)
5
,
pp. 71-86
Persistent link: https://www.econbiz.de/10014231445
Saved in:
305
Forecasting long-horizon factor volatility
Zeissler, Tom Oskar Karl
- In:
The journal of beta investment strategies
13
(
2022
)
4
,
pp. 54-106
Persistent link: https://www.econbiz.de/10014233103
Saved in:
306
Conditions for bubbles to arise under heterogeneous beliefs
Lee, Seunghyun
;
Park, Hyungbin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 409-421
Persistent link: https://www.econbiz.de/10013167765
Saved in:
307
Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework
Mondal, Dipankar
;
Selvaraju, N.
- In:
OR spectrum : quantitative approaches in management
44
(
2022
)
1
,
pp. 225-248
Persistent link: https://www.econbiz.de/10013172692
Saved in:
308
Structural innovation in state variables and expected stock returns
Simlai, Prodosh E.
- In:
Managerial finance
48
(
2022
)
2
,
pp. 289-312
Persistent link: https://www.econbiz.de/10013173295
Saved in:
309
Assessing the usefulness of daily and monthly asset-pricing factors for Australian equities
Gray, Philip K.
;
Zhong, Angel
- In:
Accounting and finance
62
(
2022
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10013166392
Saved in:
310
Term structure of risk factor premiums used for pricing asset : emerging vs. developed markets
González Sánchez, Mariano
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1339-1358
Persistent link: https://www.econbiz.de/10013167085
Saved in:
311
Carry momentum
Davis, Joshua M.
;
Dorsten, Matt
;
Gillmann, Normane
; …
- In:
Financial analysts journal : FAJ
78
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
Saved in:
312
Hamada's equation and the beta of debt under CAPM
Johnstone, David
;
Tulig, Steve
- In:
Accounting and finance
62
(
2022
)
2
,
pp. 2385-2399
Persistent link: https://www.econbiz.de/10013325686
Saved in:
313
Bounded rationality, adaptive behaviour, and asset prices
Zhao, Dongxu
;
Li, Kai
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366272
Saved in:
314
Can sticky portfolios explain international capital flows and asset prices?
Bacchetta, Philippe
;
Davenport, Margaret
;
Van Wincoop, Eric
- In:
Journal of international economics
136
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013431522
Saved in:
315
Home bias and expected returns : a structural approach
Wallmeier, Martin
;
Iseli, Christoph
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013435238
Saved in:
316
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:
317
Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang
;
Li, Xiafei
;
Chevapatrakul, Thanaset
; …
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
Saved in:
318
User cost of foreign monetary assets under dollarization
Yemba, Boniface P.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478605
Saved in:
319
Do heterogeneous beliefs matter to post-announcement informed trading?
Chen, Tao
;
Karathanasopoulos, Andreas
- In:
Abacus : a journal of accounting, finance and business …
58
(
2022
)
4
,
pp. 714-741
Persistent link: https://www.econbiz.de/10013478865
Saved in:
320
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
321
Transactions costs and the equity premium puzzle
Hong, Sanghyun
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479624
Saved in:
322
A unified model of distress risk puzzles
Chen, Zhiyao
;
Hackbarth, Dirk
;
Strebulaev, Ilya A.
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 357-384
Persistent link: https://www.econbiz.de/10013482277
Saved in:
323
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
324
Salience theory and the cross-section of stock returns : International and further evidence
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 689-725
Persistent link: https://www.econbiz.de/10013482348
Saved in:
325
A perfect storm in the financial market
Chung, Chune Young
;
Hur, Seok-kyun
;
Wang, Kainan
- In:
Journal of financial stability
61
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460976
Saved in:
326
Multi-scale inter-temporal capital asset pricing model
Sakemoto, Ryuta
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4298-4317
Persistent link: https://www.econbiz.de/10013461328
Saved in:
327
A Markowitz-based alternative model : hedging market shocks under endowment constraints
Martin, Brett
;
Swanson, Adam
- In:
Review of financial economics : RFE
40
(
2022
)
4
,
pp. 335-347
Persistent link: https://www.econbiz.de/10013461473
Saved in:
328
Stock prices, changes in liquidity, and liquidity premia
Lee, Hyun-Tak
;
Lee, Bong-soo
;
Jang, Bong-Gyu
- In:
Finance research letters
48
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013461767
Saved in:
329
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:
330
Market operating leverage and expected stock returns
Taussig, Roi D.
- In:
The journal of corporate accounting & finance
33
(
2022
)
4
,
pp. 166-172
Persistent link: https://www.econbiz.de/10013463695
Saved in:
331
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
332
The non-linear trade-off between return and risk and its determinants
Cotter, John
;
Salvador, Enrique
- In:
Journal of empirical finance
67
(
2022
),
pp. 100-132
Persistent link: https://www.econbiz.de/10013464378
Saved in:
333
US risk premia under emerging markets constraints
Cavalcante Júnior, Elias
;
Chague, Fernando
;
De-Losso, …
- In:
Journal of empirical finance
67
(
2022
),
pp. 217-230
Persistent link: https://www.econbiz.de/10013464392
Saved in:
334
Economic evaluation of asset pricing models under predictability
Hansen, Erwin
- In:
Journal of empirical finance
68
(
2022
),
pp. 50-66
Persistent link: https://www.econbiz.de/10013464435
Saved in:
335
New evidence on Bayesian tests of global factor pricing models
Qiao, Zhuo
;
Wang, Yan
;
Lam, Keith
- In:
Journal of empirical finance
68
(
2022
),
pp. 160-172
Persistent link: https://www.econbiz.de/10013464480
Saved in:
336
Asset pricing with free entry and exit of firms
Kaszab, Lorant
;
Marsal, Ales
;
Rabitsch, Katrin
- In:
Economics letters
217
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013465155
Saved in:
337
General purpose technologies as systematic risk in global stock markets
Hsu, Po-Hsuan
;
Wang, Huijun
;
Yang, Wei
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
5
,
pp. 1141-1173
Persistent link: https://www.econbiz.de/10013466151
Saved in:
338
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
Saved in:
339
Financial contagion in a two-country model
Matsuoka, Tarishi
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
7
,
pp. 2149-2172
Persistent link: https://www.econbiz.de/10013466624
Saved in:
340
Have existing theories explained the accrual anomaly? : an evaluation based on the decomposition method
Hu, Zhi-an
;
Huang, Zhuo
;
Lin, Dawei
;
Qiu, Zhimin
- In:
Accounting and finance
62
(
2022
)
3
,
pp. 3645-3675
Persistent link: https://www.econbiz.de/10013468227
Saved in:
341
Conventional and downside CAPM : the case of London stock exchange
Rutkowska-Ziarko, Anna
;
Markowski, Lesław
;
Pyke, …
- In:
Global finance journal
54
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013469865
Saved in:
342
Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
Saved in:
343
Time-varying risk aversion and currency excess returns
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410703
Saved in:
344
Factorial asset pricing models using statistical anomalies
González Sánchez, Mariano
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013411138
Saved in:
345
Forecasting betas with random forests
Alanis, Emmanuel
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1134-1138
Persistent link: https://www.econbiz.de/10013412057
Saved in:
346
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
347
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
348
Validity, tightness, and forecasting power of risk premium bounds
Back, Kerry E.
;
Crotty, Kevin
;
Kazempour, Seyed Mohammad
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 732-760
Persistent link: https://www.econbiz.de/10013413176
Saved in:
349
Currency returns and systematic risk
Gonçalves, Fernanda
;
Ferreira, Giuliano de Queiroz
; …
- In:
The Manchester School
90
(
2022
)
6
,
pp. 609-647
Persistent link: https://www.econbiz.de/10013414307
Saved in:
350
Monetary policy rules and the equity premium in a segmented markets model
Peng, Yulei
;
Zervou, Anastasia
- In:
Journal of macroeconomics
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013443941
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