Market news co-moments and currency returns
Year of publication: |
2021
|
---|---|
Authors: | Baghdadabad, Mohammadreza Tavakoli ; Mallik, Girijasankar |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 4, p. 1819-1863
|
Subject: | Market news | Cash-flow | Discount rate | Risk co-moments | Schätzung | Estimation | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | CAPM | Risikoprämie | Risk premium | Theorie | Theory |
-
Asset pricing : a tale of two days
Savor, Pavel, (2014)
-
Essays on empirical asset pricing
Verbeek, Roy, (2017)
-
Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga, (2011)
- More ...
-
Global idiosyncratic risk moments
Baghdadabad, Mohammadreza Tavakoli, (2018)
-
Global risk co-moments and carry trade strategy
Baghdadabad, Mohammadreza Tavakoli, (2018)
-
Expected idiosyncratic entropy
Baghdadabad, Mohammadreza Tavakoli, (2024)
- More ...