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International review of economics & finance : IREF
NBER working paper series
389
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329
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320
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277
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274
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252
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224
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191
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175
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134
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124
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118
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87
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ECONIS (ZBW)
96
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1
Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences
Rojo-Suárez, Javier
;
Alonso-Conde, Ana B.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1156-1169
Persistent link: https://www.econbiz.de/10014446616
Saved in:
2
Hedging the climate change risks of China's brown assets : green assets or precious metals?
Li, Jianfeng
;
Yao, Xiaoyang
;
Wang, Hui
;
Le, Wei
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583605
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3
Is the Korean green premium in equilibrium?
Eom, Yunsung
;
Kang, Young Dae
;
Sohn, Wook
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 245-260
Persistent link: https://www.econbiz.de/10014534893
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4
Is investing in green assets costlier? : green vs. non-green financial assets
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Hasan, Md. Bokhtiar
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1460-1481
Persistent link: https://www.econbiz.de/10014535113
Saved in:
5
Default risk and stock returns : from a perspective of measurement errors
Yang, Xiaolou
;
Hu, Yingyao
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1545-1561
Persistent link: https://www.econbiz.de/10014535119
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6
Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
7
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
8
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
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9
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
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10
A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction
Fu, Jie
;
Zhang, Xiaoqi
;
Zhou, Wenyuan
;
Lyu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 267-283
Persistent link: https://www.econbiz.de/10014446433
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11
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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12
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
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13
Overextrapolation of disaster probabilities and asset pricing in a production economy
Gao, Han
;
Lin, Chunpeng
;
Peng, Juan
;
Zhao, Siqi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 845-854
Persistent link: https://www.econbiz.de/10014446606
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14
Asset pricing tests for pandemic risk
Park, Dojoon
;
Kang, Yong Joo
;
Eom, Young Ho
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1314-1334
Persistent link: https://www.econbiz.de/10014446626
Saved in:
15
Risk-free rate puzzle : an explanation of the heterogeneity of consumer risk attitudes under China's income gap
Zhao, Yang
;
Yao, Yuan
;
Wang, Mingtao
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 940-960
Persistent link: https://www.econbiz.de/10014446824
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16
A two-dimensional innovation activity factor and stock pricing : evidence from the Chinese stock market
Liu, Dayong
;
Lu, Zhao
;
Wang, Guanying
;
Meng, Qiaoran
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 102-114
Persistent link: https://www.econbiz.de/10014446890
Saved in:
17
Global risk and market conditions
Akbari, Amir
;
Carrieri, Francesca
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 51-70
Persistent link: https://www.econbiz.de/10014239898
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18
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
Saved in:
19
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
20
A factor pricing model based on machine learning algorithm
Fang, Yi
;
Chen, Yuzhi
;
Ren, Hang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Saved in:
21
Betting against low nominal prices : evidence from China
Zhang, Bing
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 476-500
Persistent link: https://www.econbiz.de/10014474579
Saved in:
22
Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo
;
Kwon, Ji Ho
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
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23
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
24
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jianan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
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25
The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei
;
Yu, Xiaojian
;
Xiao, Weilin
;
Zhang, Xili
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
Saved in:
26
Financing anomaly, mispricing and cross-sectional return predictability
Yang, Baochen
;
Ye, Tao
;
Ma, Yao
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 579-598
Persistent link: https://www.econbiz.de/10013345774
Saved in:
27
Firm age and beta : evidence from China
Liu, Hao
;
Zhang, Hao
;
Gao, Ya-Chun
;
Chen, Xu-Dong
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 244-261
Persistent link: https://www.econbiz.de/10013332352
Saved in:
28
Price reversal and heterogeneous belief
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
;
He, Qiubei
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 104-119
Persistent link: https://www.econbiz.de/10013542882
Saved in:
29
The value premium and investors' appetite for risk
Qadan, Mahmoud
;
Jacob, Maram
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 194-219
Persistent link: https://www.econbiz.de/10013543093
Saved in:
30
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen
;
Liu, Kai
;
Li, Bin
;
Tan, Ken Seng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
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31
A large-dimensional test for cross-sectional anomalies : efficient sorting revisited
De Nard, Gianluca
;
Zhao, Zhao
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 654-676
Persistent link: https://www.econbiz.de/10013342641
Saved in:
32
Another look at sources of momentum profits
Chai, Daniel
;
Chiah, Mardy
;
Zhong, Angel
;
Li, Bob
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 310-323
Persistent link: https://www.econbiz.de/10013343411
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33
The price of risk based on multilinear measures
Angelini, Pierpaolo
;
Maturo, Fabrizio
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 39-57
Persistent link: https://www.econbiz.de/10013343491
Saved in:
34
Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Saved in:
35
Composite-asset-risk approach to solving the equity premium puzzle
Kim, Yun-Yeong
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 200-216
Persistent link: https://www.econbiz.de/10012627774
Saved in:
36
What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Sim, Min Kyu
;
Deng, Shijie
;
Huo, Xiaoming
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 299-315
Persistent link: https://www.econbiz.de/10012627784
Saved in:
37
Margin trading and stock idiosyncratic volatility : evidence from the Chinese stock market
Gui, Pingshu
;
Zhu, Yifeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 484-496
Persistent link: https://www.econbiz.de/10012627803
Saved in:
38
Tradable or nontradable factors : what does the Hansen-Jagannathan distance tell us?
Zhang, Xiang
;
Liu, Yangyi
;
Wu, Kun
;
Maillet, Bertrand
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 853-879
Persistent link: https://www.econbiz.de/10012630782
Saved in:
39
Chinese economic policy uncertainty and the cross-section of U.S. asset returns
Lee, Kiryoung
;
Jeon, Yoontae
;
Nam, Eun-Young
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 1063-1077
Persistent link: https://www.econbiz.de/10013176785
Saved in:
40
Regret-sensitive equity premium
Fujii, Yoichiro
;
Nakamura, Yutaka
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 302-307
Persistent link: https://www.econbiz.de/10013175815
Saved in:
41
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
42
Equity-commodity contagion during four recent crises : evidence from the USA, Europe and the BRICS
Ayadi, Ahmed
;
Rabah Gana, Marjene
;
Goutte, Stéphane
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 376-423
Persistent link: https://www.econbiz.de/10013175831
Saved in:
43
Air pollution, individual investors, and stock pricing in China
Wu, Qinqin
;
Lu, Jing
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 267-287
Persistent link: https://www.econbiz.de/10012485928
Saved in:
44
The idiosyncratic momentum anomaly
Blitz, David
;
Hanauer, Matthias
;
Vidojevic, Milan
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
Saved in:
45
A new mechanism for anticipating price exuberance
Moreira, Afonso M.
;
Martins, Luís Filipe
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 199-221
Persistent link: https://www.econbiz.de/10012385347
Saved in:
46
Firm's quality increases and the cross-section of stock returns : evidence from China
Yin, Libo
;
Liao, Huiyi
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 228-243
Persistent link: https://www.econbiz.de/10012390723
Saved in:
47
A futures pricing model with long-term and short-term traders
Gao, Bin
;
Xie, Jun
;
Jia, Yun
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
Saved in:
48
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
49
Does the application of smart beta strategies enhance portfolio performance? : the case of Islamic equity investments
Raza, Muhammad Wajid
;
Ashraf, Dawood
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012203806
Saved in:
50
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian
;
Kong, Dongmin
;
Liu, Hening
;
Wu, Ji
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
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