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Journal of financial economics
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1
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
2
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Equity tail risk and currency risk premiums
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 484-503
Persistent link: https://www.econbiz.de/10013350667
Saved in:
4
Multivariate crash risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
Saved in:
5
Common pricing across asset classes : empirical evidence revisited
Gospodinov, Nikolaj
;
Robotti, Cesare
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 292-324
Persistent link: https://www.econbiz.de/10013188701
Saved in:
6
Global currency hedging with common risk factors
Opie, Wei
;
Riddiough, Steven J.
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 780-805
Persistent link: https://www.econbiz.de/10012545731
Saved in:
7
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
8
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
9
Downside risks and the cross-section of asset returns
Farago, Adam
;
Tédongap, Roméo
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10011981218
Saved in:
10
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
11
Portfolio concentration and performance of institutional investors worldwide
Choi, Nicole
;
Fedenia, Mark
;
Skiba, Hilla
;
Sokolyk, Tatyana
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 189-208
Persistent link: https://www.econbiz.de/10011725189
Saved in:
12
Tail risk in hedge funds : a unique view from portfolio holdings
Agarwal, Vikas
;
Ruenzi, Stefan
;
Weigert, Florian
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 610-636
Persistent link: https://www.econbiz.de/10011751864
Saved in:
13
A theory of risk capital
Erel, Isil
;
Myers, Stewart C.
;
Read, James A.
- In:
Journal of financial economics
118
(
2015
)
3
,
pp. 620-635
Persistent link: https://www.econbiz.de/10011480544
Saved in:
14
Exploring uncharted territories of the hedge fund Industry : empirical characteristics of mega hedge fund firms
Edelman, Daniel
;
Fung, William
;
Hsieh, David A.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 734-758
Persistent link: https://www.econbiz.de/10010205334
Saved in:
15
The asset growth effect : insights from international equity markets
Watanabe, Akiko
;
Yan, Xu
;
Yao, Tong
;
Yu, Tong
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 529-563
Persistent link: https://www.econbiz.de/10009749325
Saved in:
16
Size, value, and momentum in international stock returns
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 457-472
Persistent link: https://www.econbiz.de/10009666815
Saved in:
17
First-passage probability, jump models, and intra-horizon risk
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
95
(
2010
)
1
,
pp. 20-40
Persistent link: https://www.econbiz.de/10003929879
Saved in:
18
Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy
;
Vassalou, Maria
- In:
Journal of financial economics
57
(
2000
)
2
,
pp. 221-245
Persistent link: https://www.econbiz.de/10001494738
Saved in:
19
Does industrial structure explain the benefits of international diversification
Heston, Steven L.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001164453
Saved in:
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