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A possible adverse effect of needing to issue new equity in the future
Murphy, Austin - In: The quarterly review of economics and finance : journal … 38 (1998) 4, pp. 899-906
Persistent link: https://www.econbiz.de/10001352947
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Covariance risk, consumption risk, and international stock market returns
Lee, Wai - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 491-510
Persistent link: https://www.econbiz.de/10001226132
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Equilibrium term structure relations of risky assets in incomplete markets
Eckwert, Bernhard - In: The quarterly review of economics and finance : journal … 36 (1996) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10001209974
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Conditional heteroskedasticity adjusted market model and an event study
Corhay, Albert - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 529-538
Persistent link: https://www.econbiz.de/10001214224
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The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley - In: The quarterly review of economics and finance : journal … 38 (1998) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10001235331
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Implications of multiple structural changes in event studies
Burnett, John E. - In: The quarterly review of economics and finance : journal … 35 (1995) 4, pp. 467-480
Persistent link: https://www.econbiz.de/10001194584
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Functional form of stock return model : some international evidence
Chaudhury, Mohammed M. - In: The quarterly review of economics and finance : journal … 37 (1997) 1, pp. 151-183
Persistent link: https://www.econbiz.de/10001218133
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Equivalent volume and comovement
Staer, Arsenio; Sottile, Pedro - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
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Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Riedle, Thorsten - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 308-321
Persistent link: https://www.econbiz.de/10012035022