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Determinants and predictability of commodity producer returns

Wang, Qiao; Balvers, Ronald J. - In: Journal of banking & finance 133 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013256637

Carbon pricing and the commodity risk premium

Wang, Qiao - In: Journal of commodity markets : JCM 36 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015162631

Evaluation of linear asset pricing models by implied portfolio performance

Balvers, Ronald J.; Huang, Dayong - In: Journal of banking & finance 33 (2009) 9, pp. 1586-1596

Persistent link: https://www.econbiz.de/10003872846

Money and the C-CAPM

Balvers, Ronald J.; Huang, Dayong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 337-368

Persistent link: https://www.econbiz.de/10003865567

Productivity-based asset pricing : theory and evidence

Balvers, Ronald J.; Huang, Dayong - In: Journal of financial economics 86 (2007) 2, pp. 405-445

Persistent link: https://www.econbiz.de/10003569346

Momentum and mean reversion across national equity markets

Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48

Persistent link: https://www.econbiz.de/10003278622

Social screens and systematic investor boycott risk

Luo, H. Arthur; Balvers, Ronald J. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 365-399

Persistent link: https://www.econbiz.de/10011667742

Temperature shocks and the cost of equity capital : implications for climate change perceptions

Balvers, Ronald J.; Du, Ding; Zhao, Xiaobing - In: Journal of banking & finance 77 (2017), pp. 18-34

Persistent link: https://www.econbiz.de/10011814343

Currency risk premia and uncovered interest parity in the International CAPM

Balvers, Ronald J.; Klein, Alina F. - In: Journal of international money and finance 41 (2014), pp. 214-230

Persistent link: https://www.econbiz.de/10010338693

Currency Risk Premia and Uncovered Interest Parity in the International CAPM

Balvers, Ronald J. - 2013

Zero-investment uncovered interest parity (UIP) portfolio positions provide perfect factor-mimicking portfolios for currency risk in the International CAPM context. Their returns are the currency risk premia. Since the UIP positions on average provide low returns, the currency risk premia must...

Persistent link: https://www.econbiz.de/10013078881