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Asymmetries in the market price of risk : evidence from Latin America
Soydemir, Gökçe A.; Verma, Rahul; Moreno, Jose - In: Banking and capital markets : new international perspectives, (pp. 183-197). 2009
Persistent link: https://www.econbiz.de/10008696119
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Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.; Soydemir, Gökçe A. - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
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The impact of individual and institutional investor sentiment on the market price of risk
Verma, Rahul; Soydemir, Gökçe A. - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1129-1145
Persistent link: https://www.econbiz.de/10003873855