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Idiosyncratic risk, investor base, and returns
Chichernea, Doina C.; Ferguson, Michael F.; Kassa, Haimanot - In: Financial management 44 (2015) 2, pp. 267-293
Persistent link: https://www.econbiz.de/10011372620
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Foreign Exchange Volatility Is Priced in Equities
Guo, Hui; Neely, Christopherj; Higbee, Jason - In: Financial management 37 (2008) 4, pp. 769-790
Persistent link: https://www.econbiz.de/10008151399
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Foreign exchange volatility is priced in equities
Guo, Hui; Neely, Christopher J.; Higbee, Jason - In: Financial management 37 (2008) 4, pp. 769-790
Persistent link: https://www.econbiz.de/10003800990
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Market illiquidity and conditional equity premium
Guo, Hui; Mortal, Sandra; Savickas, Robert; Wood, Robert A. - In: Financial management 46 (2017) 3, pp. 743-766
Persistent link: https://www.econbiz.de/10011751779