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Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Loudon, Geoffrey F. - In: Applied financial economics 16 (2006) 13, pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
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The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries
Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23
Persistent link: https://www.econbiz.de/10011740671
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An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
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Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.; Faff, Robert W.; Loudon, Geoffrey F. - In: Pacific-Basin finance journal 18 (2010) 3, pp. 272-289
Persistent link: https://www.econbiz.de/10008661194
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Is volatility risk priced after all? : some disconfirming evidence
Loudon, Geoffrey F.; Rai, Alan M. - In: Applied financial economics 17 (2007) 4/6, pp. 357-368
Persistent link: https://www.econbiz.de/10003446031
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Structural breaks in the relative importance of country and industry factors in African stock returns
Boamah, Nicholas Addai; Loudon, Geoffrey F.; Watts, Edward - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 79-88
Persistent link: https://www.econbiz.de/10011791756
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An analysis of the risk factors underlying hedge fund returns
Okunev, John; White, Derek - In: Intelligent hedge fund investing, (pp. 303-364). 2004
Persistent link: https://www.econbiz.de/10003286918
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Estimating the risk of guaranteed products
Lewis, Nigel D.; Okunev, John - In: The journal of investing 17 (2008) 3, pp. 86-95
Persistent link: https://www.econbiz.de/10003786442
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Tobin's q and the cross sectional variation of stock returns : evidence from the London stock exchange
Davidson, Ian; Leledakis, George; Okunev, John - 2002
Persistent link: https://www.econbiz.de/10001775911