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Global terrorism and adaptive expectations in financial markets: Evidence from Japanese equity market

Graham, Michael A.; Ramiah, Vikash B. - In: Research in international business and finance 26 (2012) 1, pp. 97-119

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Economic policy uncertainty, market returns and expected return predictability

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Measuring systemic risk of the US banking sector in time-frequency domain

Teply, Petr; Kvapilikova, Ivana - In: The North American journal of economics and finance : a … 42 (2017), pp. 461-472

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Financial system risk tolerance capacity and economic growth : evidence from a cross-country analysis

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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs

Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187

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The effects of return expectation on mutual funds' risk exposures

Overkott, Maximilian Alexander; Fischer, Mario - In: Three essays in empirical asset pricing, (pp. 65-106). 2017

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The stock market perception of industry risk through the utilisation of a general multifactor model

Kavussanos, Manolis G.; Marcoulis, Stelios N. - In: International journal of transport economics 27 (2000) 1, pp. 77-98

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Analyzed relationship between risks and expected returns

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A new method to estimate risk and return of non-traded assets from cash flows : the case of private equity funds

Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - 2008

"We develop a new GMM-style methodology with good small-sample properties to assess the abnormal performance and risk … sample is small. Larger funds have higher returns due to higher risk exposures and not higher alphas. We also find that Net …

Persistent link: https://www.econbiz.de/10003732358