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An evaluation of bank measures for market risk before, during and after the financial crisis
O'Brien, James M.; Szerszeń, Paweł J. - In: Journal of banking & finance 80 (2017), pp. 215-234
Persistent link: https://www.econbiz.de/10011816277
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Risk evaluations with robust approximate factor models
Chou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-min - In: Journal of banking & finance 82 (2017), pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
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Risk, return, and dividends
Ang, Andrew; Liu, Jun - In: Journal of financial economics 85 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003485173
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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Market skewness risk and the cross section of stock returns
Chang, Bo Young; Christoffersen, Peter F.; Jakobs, Kris - In: Journal of financial economics 107 (2013) 1, pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
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The impact of the dimensions of social performance on firm risk
Bouslah, Kais; Kryzanowski, Lawrence; MacZali, Bouchra - In: Journal of banking & finance 37 (2013) 4, pp. 1258-1273
Persistent link: https://www.econbiz.de/10009719792
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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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The idiosyncratic volatility anomaly : corporate investment or investor mispricing?
Malagon, Juliana; Moreno, David; Rodríguez, Rosa - In: Journal of banking & finance 60 (2015), pp. 224-238
Persistent link: https://www.econbiz.de/10011545000
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Industry characteristics and financial risk contagion
Chiu, Wan-chien; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of banking & finance 50 (2015), pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
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Interest rate expectations and uncertainty during ECB Governing Council days : evidence from intraday implied densities of 3-month EURIBOR
Vergote, Olivier; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 36 (2012) 10, pp. 2804-2823
Persistent link: https://www.econbiz.de/10009673241