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Emerging market crises and US equity market returns

Berger, Dave; Turtle, H.J. - In: Global Finance Journal 22 (2011) 1, pp. 32-41

We find contagion effects are present in US small size portfolios during emerging market crises due to risk and liquidity concerns. Investors display flight from risk during emerging market crises, and as a result, safer larger stocks exhibit positive abnormal returns. We find little evidence of...

Persistent link: https://www.econbiz.de/10009249332

Cross-sectional performance and investor sentiment in a multiple risk factor model

Berger, Dave; Turtle, H.J. - In: Journal of banking & finance 36 (2012) 4, pp. 1107-1122

Persistent link: https://www.econbiz.de/10009834078

Emerging market crises and US equity market returns

Berger, Dave; Turtle, H.J. - In: Global finance journal 22 (2011) 1, pp. 32-42

Persistent link: https://www.econbiz.de/10009178334

TIME VARIABILITY IN MARKET RISK AVERSION

Berger, Dave; Turtle, H.J. - In: The journal of financial research : a publ. of the … 32 (2009) 3, pp. 285-308

Persistent link: https://www.econbiz.de/10008307122

Testing the CAPM across observed and fundamental returns

Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636

Persistent link: https://www.econbiz.de/10009153240

Investor perceptions and volatility within a risk-return framework

Berger, Dave - In: Applied financial economics 20 (2010) 13/15, pp. 1003-1010

Persistent link: https://www.econbiz.de/10009010335

Financial turbulence and beta estimation

Berger, Dave - In: Applied financial economics 23 (2013) 1/3, pp. 251-263

Persistent link: https://www.econbiz.de/10009718964

Investor sentiment : a retail trader activity approach

Berger, Dave - In: Review of accounting & finance 21 (2022) 2, pp. 61-82

Persistent link: https://www.econbiz.de/10013368242

A barrier option framework for corporate security valuation

Brockman, Paul; Turtle, H.J. - In: Journal of financial economics 67 (2003) 3, pp. 511-530

Persistent link: https://www.econbiz.de/10006507470

Temporal dependence in asset pricing models

Turtle, H.J. - In: Economics letters 45 (1994) 3, pp. 361-372

Persistent link: https://www.econbiz.de/10006802446

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