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The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
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On equity risk prediction and tail spillovers
Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
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Implied volatility and the risk-return relation : a note
Kanas, Angelos - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 159-164
Persistent link: https://www.econbiz.de/10010356000
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Study of the leading European construction companies using risk factor models
Escribano, Ana; Jareño, Francisco; Cano, Jose Ángel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
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Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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What drives the distress risk-return puzzle? : a perspective on limits of arbitrage
Sha, Yezhou; Bu, Ziwen; Wang, Zilong - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3574-3592
Persistent link: https://www.econbiz.de/10014429152
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How do investors price accrual risk during crises?
Alhenawi, Yasser; Hassan, M. Kabir - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
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Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism-listed company stock
Jiang, Yonghong; Tian, Gengyu; Wu, Yiqi; Mo, Bin - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 320-333
Persistent link: https://www.econbiz.de/10012814371
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Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang; Chen, Jiaqi; Zhou, Fangzhao; Zhang, Guoqing; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
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Evaluation of risk adjusted performance of mutual funds in an emerging market
Ali, Muhammad Asad; Aqil, Muhammad; Kazmi, Syed Hasnain Alam - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1436-1449
Persistent link: https://www.econbiz.de/10014253409