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1
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:
2
The dynamics of money velocity
Ardakani, Omid M.
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1814-1822
Persistent link: https://www.econbiz.de/10014305149
Saved in:
3
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
4
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:
5
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:
6
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
7
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
8
The term structure of uncovered interest parity in emerging markets
Das, Mitali
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1589-1596
Persistent link: https://www.econbiz.de/10014304568
Saved in:
9
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
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10
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:
11
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
12
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
13
The housing risk premium in a production economy
Huh, Sungjun
;
Kim, Insu
- In:
Applied economics letters
28
(
2021
)
3
,
pp. 213-219
Persistent link: https://www.econbiz.de/10012415136
Saved in:
14
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
15
The equity premium in China
Huang, Ping
;
Zhou, Zhong-Qiang
;
Zhang, Wei
- In:
Applied economics letters
27
(
2020
)
13
,
pp. 1112-1118
Persistent link: https://www.econbiz.de/10012267068
Saved in:
16
Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 32-36
Persistent link: https://www.econbiz.de/10012204124
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17
Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung
;
Kim, Myeong Hyeon
;
Kim, Young Min
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
Saved in:
18
Security design, market risk and round quotes in the treasury bond market
Nikiforov, Andrei
;
Pilotte, Eugene A.
- In:
Applied economics letters
26
(
2019
)
12
,
pp. 971-977
Persistent link: https://www.econbiz.de/10012204456
Saved in:
19
Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Huang, Jianfeng
;
Lu, Wencong
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1705-1708
Persistent link: https://www.econbiz.de/10012204888
Saved in:
20
Political uncertainty, risk of Frexit and European sovereign spreads
Malgouyres, Clément
;
Mazet-Sonilhac, Clément
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 1004-1009
Persistent link: https://www.econbiz.de/10012131671
Saved in:
21
A novel measure of liquidity premium : application to the Korean stock market
Hur, Seok-kyun
;
Chung, Chune Young
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 211-215
Persistent link: https://www.econbiz.de/10011853844
Saved in:
22
Predictor imperfection : international evidence
Zhang, Lijie
;
Li, Yong
;
Wu, Wenbo
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 995-1000
Persistent link: https://www.econbiz.de/10011716518
Saved in:
23
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
24
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
25
Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Zhou, Rongxi
;
Wang, Xianliang
;
Tong, Guanqun
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1363-1367
Persistent link: https://www.econbiz.de/10010203468
Saved in:
26
Fear and closed-end fund discounts
Anderson, Seth C.
;
Beard, Thomas Randolph
;
Kim, Hyeongwoo
; …
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 953-956
Persistent link: https://www.econbiz.de/10010195346
Saved in:
27
Measuring time-varying equity risk premium in the context of financial crisis : do developed and emerging markets differ?
Ameur, Hachmi Ben
;
Gnégné, Yacouba
;
Jawadi, Fredj
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1673-1677
Persistent link: https://www.econbiz.de/10010222821
Saved in:
28
Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
Saved in:
29
Log-normal approximation of the equity premium in the production model
Heer, Burkhard
;
Maußner, Alfred
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 407-412
Persistent link: https://www.econbiz.de/10009630716
Saved in:
30
Sovereign credit default swaps and the macroeconomy
Liu, Yang
;
Morley, Bruce
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 129-132
Persistent link: https://www.econbiz.de/10009412659
Saved in:
31
An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 57-60
Persistent link: https://www.econbiz.de/10009412690
Saved in:
32
Did the climb on the Greek sovereign spreads cause the devaluation of euro?
Kasimati, Evangelia
- In:
Applied economics letters
18
(
2011
)
7/9
,
pp. 851-854
Persistent link: https://www.econbiz.de/10009230818
Saved in:
33
Noise traders : a new approach to understand the phantom of stock markets
Baklaci, H. F.
;
Olgun, O.
;
Can, E.
- In:
Applied economics letters
18
(
2011
)
10/12
,
pp. 1035-1041
Persistent link: https://www.econbiz.de/10009317599
Saved in:
34
Knightian uncertainty : evidence of uncertainty premium in the capital market
Ang, James S.
;
Boyer, Carol M.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 945-949
Persistent link: https://www.econbiz.de/10008698546
Saved in:
35
The informational quality of implied volatility and the volatility risk premium
Ferris, Stephen P.
;
Kim, Woojin
;
Park, Kwangwoo
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 445-450
Persistent link: https://www.econbiz.de/10003979931
Saved in:
36
The model-free measures and the volatility spread
Chen, Jian
;
Liu, Xiaoquan
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
Saved in:
37
The determinants of default risk in Brazil
Ferreira, Alex Luiz
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1703-1708
Persistent link: https://www.econbiz.de/10009232157
Saved in:
38
The impact of preferences on the WTP premium and the WTA premium
Shavit, Tal
;
Shahrabani, Shosh
;
Ben-Zion, Uri
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1439-1442
Persistent link: https://www.econbiz.de/10003894321
Saved in:
39
Preferences and observed risk premia : an empirical analysis
Samson, Lucie
;
Armstrong, Maxim
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 435-439
Persistent link: https://www.econbiz.de/10003469441
Saved in:
40
Predicting the equity premium with dividend ratios : a matter of balance
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 145-147
Persistent link: https://www.econbiz.de/10002621313
Saved in:
41
The price of corporate acquisition : determinants of cash takeover premia
Gondhalekar, Vijay B.
;
Sant, R. Raymond
;
Ferris, Stephen P.
- In:
Applied economics letters
11
(
2004
)
12
,
pp. 735-739
Persistent link: https://www.econbiz.de/10002244393
Saved in:
42
Foreign exchange risk, world diversification and Taiwanese ADRs
Wang, Alan T.
;
Yang, Sheng-yung
- In:
Applied economics letters
11
(
2004
)
12
,
pp. 755-758
Persistent link: https://www.econbiz.de/10002244502
Saved in:
43
A multifactor model of Philippine stock returns using latent macro risk factors
Aquino, Rodolfo Q.
- In:
Applied economics letters
11
(
2004
)
15
,
pp. 961-968
Persistent link: https://www.econbiz.de/10002507480
Saved in:
44
Is the forward premium puzzle universal?
Han, Bing
- In:
Applied economics letters
11
(
2004
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10001927761
Saved in:
45
Shocks to macroeconomic state variables and the risk premium of REITs
Payne, James E.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 671-677
Persistent link: https://www.econbiz.de/10001820199
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