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Year of publication
Subject
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Kapitaleinkommen 35,361 Capital income 35,357 Börsenkurs 12,283 Share price 12,267 Theorie 7,786 Theory 7,771 Schätzung 7,426 Estimation 7,394 Aktienmarkt 7,226 Stock market 7,173 Volatilität 6,313 Volatility 6,294 Portfolio-Management 6,244 Portfolio selection 6,230 USA 5,180 United States 5,140 CAPM 4,653 Prognoseverfahren 4,114 Forecasting model 4,108 Anlageverhalten 3,570 Behavioural finance 3,561 Risikoprämie 2,761 Risk premium 2,748 Risk 2,705 Risiko 2,684 Welt 2,505 World 2,503 Investmentfonds 2,487 Investment Fund 2,473 Ankündigungseffekt 2,070 Announcement effect 2,068 Rendite 2,050 ARCH-Modell 2,014 ARCH model 2,013 Yield 1,731 Zeitreihenanalyse 1,586 Time series analysis 1,576 Deutschland 1,437 Zinsstruktur 1,376 Finanzanalyse 1,369
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Online availability
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Free 13,284 Undetermined 8,140
Type of publication
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Article 20,919 Book / Working Paper 16,309 Journal 7
Type of publication (narrower categories)
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Article in journal 19,936 Aufsatz in Zeitschrift 19,936 Graue Literatur 5,342 Non-commercial literature 5,342 Working Paper 5,104 Arbeitspapier 5,020 Aufsatz im Buch 897 Book section 897 Hochschulschrift 878 Thesis 731 Collection of articles written by one author 224 Sammlung 224 Conference paper 98 Konferenzbeitrag 98 Collection of articles of several authors 85 Sammelwerk 85 Commentary 80 Kommentar 80 Bibliografie enthalten 56 Bibliography included 56 Aufsatzsammlung 44 Dissertation u.a. Prüfungsschriften 28 Amtsdruckschrift 25 Government document 25 Systematic review 25 Übersichtsarbeit 25 Konferenzschrift 24 Lehrbuch 24 Case study 23 Fallstudie 23 Reprint 21 Textbook 21 Mehrbändiges Werk 20 Multi-volume publication 20 Forschungsbericht 17 Ratgeber 16 Guidebook 15 Conference proceedings 12 Handbook 11 Handbuch 11
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Language
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English 35,863 German 1,132 French 71 Spanish 51 Italian 46 Polish 19 Undetermined 18 Dutch 11 Swedish 9 Portuguese 7 Danish 4 Russian 4 Norwegian 3 Bulgarian 2 Czech 2 Hungarian 2 Serbian 2 Afrikaans 1 Bosnian 1 Lithuanian 1 Romanian 1
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Author
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Caporale, Guglielmo Maria 148 Gupta, Rangan 145 Zaremba, Adam 132 Bali, Turan G. 99 Bekaert, Geert 97 Campbell, John Y. 94 McMillan, David G. 94 Diebold, Francis X. 85 Harvey, Campbell R. 85 Timmermann, Allan 77 Stambaugh, Robert F. 76 Bollerslev, Tim 73 Titman, Sheridan 69 Zhou, Guofu 69 Narayan, Paresh Kumar 67 Faff, Robert W. 65 Guidolin, Massimo 64 Wohar, Mark E. 64 Zhang, Lu 64 Ang, Andrew 62 Cakici, Nusret 61 Pierdzioch, Christian 60 Goetzmann, William N. 57 McAleer, Michael 57 Subrahmanyam, Avanidhar 56 Plastun, Alex 54 Ferson, Wayne E. 52 Gil-Alaña, Luis A. 52 Maurer, Raimond 52 Bohl, Martin T. 49 Engle, Robert F. 48 Poterba, James M. 47 Fabozzi, Frank J. 46 Lakonishok, Josef 44 Guirguis, Michel 43 Jagannathan, Ravi 43 Christiansen, Charlotte 42 Guo, Hui 42 Lettau, Martin 42 Pesaran, M. Hashem 41
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Institution
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National Bureau of Economic Research 614 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 23 Rodney L. White Center for Financial Research 20 University of Chicago / Center for Research in Security Prices 13 Federal Reserve Bank of St. Louis 11 OECD 11 Erasmus Research Institute of Management 8 Institut für Versicherungswirtschaft <Sankt Gallen> 8 Chambre de commerce et d'industrie de Paris 7 Federal Reserve System / Division of Research and Statistics 7 Institut für Schweizerisches Bankwesen <Zürich> 7 The Wharton Financial Institutions Center 7 Birkbeck College / Department of Economics 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Center for Economic Research <Tilburg> 5 Centre for Financial Research <Köln> 5 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 5 Ekonomiska forskningsinstitutet <Stockholm> 5 Federal Reserve System / Board of Governors 5 Institute of Finance and Accounting <London> 5 Svenska Handelshögskolan <Helsinki> 5 University of Canterbury / Dept. of Economics and Finance 5 Centre for Analytical Finance <Århus> 4 Federal Reserve Bank of San Francisco 4 Gottfried Wilhelm Leibniz Universität Hannover 4 Institut for Nationaløkonomi <Kopenhagen> 4 International Center for Financial Asset Management and Engineering 4 Nationalekonomiska Institutionen <Lund> 4 Pensions Institute 4 RWTH <Aachen> / Lehrstuhl für Betriebswirtschaftslehre, Betriebliche Finanzwirtschaft 4 Springer Fachmedien Wiesbaden 4 University of Exeter / Department of Economics 4 Universität <Berlin, Humboldt-Universität> / Lehrstuhl für Bank- und Börsenwesen 4 Verlag Dr. Kovač 4 William Davidson Institute <Ann Arbor, Mich.> 4 Centre for Economic Policy Research 3 Conference on Risk and the Rate of Return <1973, Vail, Colo.> 3 Deutsches Aktieninstitut 3 Deutsches Institut für Altersvorsorge 3 European University Institute / Department of Economics 3
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Published in...
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NBER working paper series 611 Working paper / National Bureau of Economic Research, Inc. 594 Journal of banking & finance 543 Journal of financial economics 440 International review of financial analysis 407 Finance research letters 405 The journal of finance : the journal of the American Finance Association 374 Applied financial economics 359 Journal of empirical finance 342 NBER Working Paper 308 Pacific-Basin finance journal 296 International review of economics & finance : IREF 283 Applied economics 282 The review of financial studies 269 Applied economics letters 253 Review of quantitative finance and accounting 239 Journal of financial and quantitative analysis : JFQA 236 Journal of international financial markets, institutions & money 227 The European journal of finance 226 The North American journal of economics and finance : a journal of financial economics studies 222 Discussion paper / Centre for Economic Policy Research 194 Research in international business and finance 193 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 185 International journal of economics and finance 181 Economics letters 173 Economic modelling 171 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 157 Management science : journal of the Institute for Operations Research and the Management Sciences 157 The journal of real estate finance and economics 157 Journal of risk and financial management : JRFM 153 Investment management and financial innovations 146 The journal of asset management 143 Research paper series / Swiss Finance Institute 137 Journal of international money and finance 135 Energy economics 134 International journal of economics and financial issues : IJEFI 130 Journal of econometrics 119 The journal of portfolio management : a publication of Institutional Investor 118 Journal of financial markets 117 CESifo working papers 109
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Source
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ECONIS (ZBW) 36,978 EconStor 102 USB Cologne (business full texts) 77 USB Cologne (EcoSocSci) 74 RePEc 3 BASE 1
Showing 1 - 50 of 37,235
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Equity issuance methods and dilution
Burkart, Mike; Zhong, Hongda - In: The review of corporate finance studies : RCFS 12 (2023) 1, pp. 78-130
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Institutional overcrowding everyday
Ülkü, Numan; Oniščenko, Olena - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 1-21
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Long-term earnings forecasts, managerial distortion, and stock returns
Hameed, Allaudeen; Massa, Massimo; Ni, Zhenghui - 2023
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The role of pricing errors in linear asset pricing models with strong, semi-strong, and latent factors
Pesaran, M. Hashem; Smith, Ron - 2023
This paper examines the role of pricing errors in linear factor pricing models, allowing for observed strong and semi-strong factors, and latent weak factors. It focusses on the estimation of ∅k = λk − μk which plays a pivotal role, not only in the estimation of risk premia but also in...
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Misperceived returns to active investing
Haaland, Ingar; Naess, Ole-Andreas Elvik - 2023
We conduct field experiments with retail investors recruited from a social trading platform. In our main experiment, we first elicit beliefs about the returns to active investing. We then generate exogenous variation in beliefs by providing treated respondents with information about index funds...
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Temporal dynamics in acquisition behavior : the effects of activity load on strategic momentum
Keil, Thomas; Deutsch, Yuval; Laamanen, Tomi; Maula, Markku - In: Journal of management studies : JMS 60 (2023) 1, pp. 38-81
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Asymmetric effect of investors sentiments on herding behavior and stock returns : pre and post Covid-19 analysis
Bagh, Tanveer; Khan, Muhammad Asif; Fenyves, Veronika; … - In: Montenegrin journal of economics 19 (2023) 1, pp. 43-55
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Evolving efficiency of stock returns and market conditions : the case from Croatia
Bosnjak, Mile - In: Montenegrin journal of economics 19 (2023) 1, pp. 107-116
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
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Are estimates of the impact of shareholder activism published selectively?
Bajzika, Josef; Havráneka, Tomáš; Iršováa, Zuzana; … - 2023
Shareholder activism constitutes an increasingly prominent feature of corporate governance landscape. There is a controversy in prior research over whether and how much value activism creates. We examine whether estimates of the impact of shareholder activism are published selectively in prior...
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.; He, Yi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 255-269
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How does human capital affect investing? : evidence from university endowments
Binfarè, Matteo; Brown, Gregory W.; Harris, Robert S.; … - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 143-188
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Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin; Lin, Ming-Tsung; Poon, Ser-Huang - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 289-323
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
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Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy - In: Applied economics 55 (2023) 4, pp. 357-368
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Political uncertainty and financial firm performance : evidence from the Thai economy as an emerging market in Asia
Suvanna Trakarnsirinonta; Wisuttorn Jitaree; Wonlop Buachoom - In: Economies : open access journal 11 (2023) 1, pp. 1-12
This study analyzes the effects that certain political-uncertainty factors have on financial firm performance in the Stock Exchange of Thailand (SET). The results of a panel regression performed on a database of 7976 firm-years over 18-year unbalanced panel data from 2001 to 2018 show a mixed...
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Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context, this paper examines the US EPU's...
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How speculative asset characteristics shape retail investors' selling behavior
Bernard, Sabine Esther; Weber, Martin; Loos, Benjamin - 2023
Using German and US brokerage data we find that investors are more likely to sell speculative stocks trading at a gain. Investors' gain realizations are monotonically increasing in a stock's speculativeness. This translates into a high disposition effect for speculative and a much lower...
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Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51
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Returns to schooling in European emerging markets : a meta-analysis
Horie, Norio; Iwasaki, Ichirō - In: Education economics 31 (2023) 1, pp. 102-128
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Bear beta or speculative beta? : reconciling the evidence on downside risk premium
In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 325-367
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Impact of investor sentiment on portfolio
In: Emerging markets, finance and trade : EMFT 59 (2023) 3, pp. 880-894
Persistent link: https://ebtypo.dmz1.zbw/10013548115
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A note on testing AR and CAR for event studies
Nguyen, Phuong Anh; Wolf, Michael - 2023
Return event studies generally involve several companies but there are also cases when only one company is involved. This makes the relevant testing problems, abnormal return (AR) and cumulative abnormal return (CAR), more difficult since one cannot exploit the multitude of companies (by using a...
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Machine learning techniques for cross-sectional equity returns' prediction
Fieberg, Christian; Poddig, Thorsten; Loy, Thomas - In: OR spectrum : quantitative approaches in management 45 (2023) 1, pp. 289-323
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ESG performance, herding behavior and stock market returns : evidence from Europe
Gavrilakis, Nektarios; Floros, Christos - In: Operational research : an international journal 23 (2023) 1, pp. 1-21
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Skewness expectations and portfolio choice
Drerup, Tilman H.; Wibral, Matthias; Zimpelmann, Christian - In: Experimental economics : a journal of the Economic … 26 (2023) 1, pp. 107-144
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Losses never sleep : the effect of tax loss offset on stock market returns during economic crises
Koch, Reinald; Holtmann, Svea; Giese, Henning - In: Journal of business economics : JBE 93 (2023) 1/2, pp. 59-109
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Fama–French–Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
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Analyzing the relationship between the features of direct real estate assets and their corresponding Australian - REITs
In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-15
This study investigated the relationship between a sector-specific Australian Real Estate Investment Trust (A-REITs) and the underlying property assets in its property portfolio. The existing studies have assessed the connectedness/correlation between the A-REITs market and a variety of other...
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Time-varying stock return correlation, news shocks, and business cycles
Metiu, Norbert; Prieto, Esteban - 2023 - November 25, 2022
The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...
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Co-movement of Indonesian state-owned enterprise stocks
Atahau, Apriani Dorkas Rambu; Robiyanto, Robiyanto; … - In: Economies : open access journal 11 (2023) 2, pp. 1-24
According to portfolio theory, diversifying investment to several stocks with negative correlations may reduce portfolio risk. In contrast, combining stocks with similar movement (co-movement) has no impact on portfolio risk reduction. This study aims to examine state-owned enterprise stock...
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Can accounting value relevance and pricing error influence stock price of high-technology service enterprises?
Sukmadilaga, Citra; Santoso, Jose Christian; Ghani, … - In: Economies : open access journal 11 (2023) 2, pp. 1-14
This study examines whether relevant accounting ratios influence the stock prices of high-technology service enterprises in five countries, namely, the United States, Japan, China, the United Kingdom, and France. Subsequently, this study determines the existence of pricing error (if any) between...
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Asset pricing implications of firms' government sales dependency
In: Review of asset pricing studies : RAPS 13 (2023) 1, pp. 146-180
Persistent link: https://ebtypo.dmz1.zbw/10013564318
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Covid-19 pandemic and stock performance : evidence from the sub-Saharan African stock markets
Ncube, Mbongiseni; Sibanda, Mabutho; Matenda, Frank Ranganai - In: Economies : open access journal 11 (2023) 3, pp. 1-21
Emerging stock markets provide great opportunities for investment growth and risk diversification. However, they are more vulnerable to extreme market events. This study examines the effects of the COVID-19 pandemic on stock performance in sub-Saharan African stock markets. An event study method...
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The contribution of transaction costs to expected stock returns : a novel measure
Hiraki, Kazuhiro; Skiadopoulos, George - 2023
We document that a theoretically founded, real-time, and easy-to-implement option-based measure, termed synthetic-stock difference (SSD), accurately estimates the part of stock's expected return arising from stock's transaction costs. We calculate SSD for U.S. optionable stocks. SSD can be more...
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Exportweltmeister : Germany's foreign investment returns in international comparison
Hünnekes, Franziska; Konradt, Maximilian; Schularick, … - 2023 - This version: February 13, 2023
In the past decade, Germany has been the world champion in exporting capital ("Exportweltmeister"). No other country invested larger amounts of savings outside its borders. However, we find that Germany plays in the third division when it comes to investment performance. To show this, we...
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Multi-period power utility optimization under stock return predictability
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Computational management science 20 (2023) 1, pp. 1-27
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Long-horizon investing in a non-CAPM world
Polk, Christopher; Vayanos, Dimitri; Woolley, Paul - 2023
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Pandemic waves, government response, and bank stock returns
Bales, Stephan; Burghof, Hans-Peter - In: Fulbright review of economics and policy 2 (2022) 1, pp. 20-34
Purpose The paper examines the impact of COVID-19 on bank stock returns over various time scales and frequencies for 36 countries. Moreover, the authors look at the governments' responses to the corona crisis and examine its impact on bank stock returns. Design/methodology/approach: The paper...
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Beating the average : equity premium variations, uncertainty, and liquidity
Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas F. - In: Abacus : a journal of accounting, finance and business … 58 (2022) 3, pp. 567-588
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Key investor information disclosure regulation and retail mutual fund flows in the Finnish market
Turtiainen, Matti; Saastamoinen, Jani; Suhonen, Niko; … - In: International journal of bank marketing 40 (2022) 4, pp. 865-885
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Exploring the diversification benefits of US international equity closed-end funds
Fletcher, Jonathan - In: Financial markets and portfolio management 36 (2022) 3, pp. 297-320
Persistent link: https://ebtypo.dmz1.zbw/10013431697
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Can the FSCORE add value to anomaly-based portfolios? : a reality check in the German stock market
Pätäri, Eero J.; Leivo, Timo H.; Ahmed, Sheraz - In: Financial markets and portfolio management 36 (2022) 3, pp. 321-367
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Sovereign bonds since Waterloo
Meyer, Josefin; Reinhart, Carmen M.; Trebesch, Christoph - 2022
This paper studies external sovereign bonds as an asset class. It compiles a new database of 266,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering up to 91 countries. The main insight is that, as in...
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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....
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Do ethical companies have high stock prices or high returns?
Yu, Bing; Wu, Shengxiong; Lenard, Mary Jane - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-15
In this paper, we examine the performance of an impact investing strategy using the most ethical companies to build an impact investing portfolio. We test the time-series and cross-sectional returns of the impact portfolio, explore the financial analyst coverage of the most ethical firms, and...
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A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine; Muzindutsi, Paul-Francois - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-27
Through globalization and financial market liberalization, the opening up of markets has increased cross-border investments as investors search for higher risk-adjusted returns. This ability to invest internationally has raised the attention given to emerging markets that offer higher...
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Is there a value premium in cryptoasset markets?
Liebi, Luca J. - 2022 - [Version] January 19, 2022
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General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012498662
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Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; … - 2022 - This version: January 2022
Multivariate GARCH models do not perform well in large dimensions due to the so-called curse of dimensionality. The recent DCC-NL model of Engle et al. (2019) is able to overcome this curse via nonlinear shrinkage estimation of the unconditional correlation matrix. In this paper, we show how...
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