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Financial constraints, monetary policy shocks, and the cross-section of equity returns
Chava, Sudheer; Hsu, Alex - In: The review of financial studies 33 (2020) 9, pp. 4367-4402
Persistent link: https://www.econbiz.de/10012387375
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Essays on macro-financial risks
Sperna Weiland, Robertus C. - 2019
Persistent link: https://www.econbiz.de/10012036973
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Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane; Maillard, Didier - In: The journal of futures markets 36 (2016) 12, pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
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Validating return-generating models
Blume, Marshall E.; Gültekin, Mustafa N.; Gultekin, N. … - In: Portfolio construction, measurement, and efficiency : …, (pp. 111-134). 2017
Persistent link: https://www.econbiz.de/10011602946
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Invisible costs and profitability
Lou, Xiaoxia; Sadka, Ronnie - In: Portfolio construction, measurement, and efficiency : …, (pp. 135-143). 2017
Persistent link: https://www.econbiz.de/10011602947
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Measuring systemic risk : a quantile factor analysis
Sagner, Andrés - 2020
Persistent link: https://www.econbiz.de/10012249503
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Stock return asymmetry : beyond skewness
Jiang, Lei; Wu, Ke; Zhou, Guofu; Zhu, Yifeng - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
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Do measures of financial constraints measure financial constraints?
Farre-Mensa, Joan; Ljungqvist, Alexander - 2013
Persistent link: https://www.econbiz.de/10010200850
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Do measures of financial constraints measure financial constraints?
Farre-Mensa, Joan; Ljungqvist, Alexander - 2015
Persistent link: https://www.econbiz.de/10010483003