Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Year of publication: |
2021
|
---|---|
Authors: | Cakici, Nusret ; Zaremba, Adam |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 72.2021, p. 1-25
|
Subject: | Pandemic | Epidemic | COVID-19 | Novel coronavirus | Pandemic index | Asset pricing | The cross-section of stock returns | Return predictability | Coronavirus | Kapitaleinkommen | Capital income | Epidemie | CAPM | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation |
-
Recency bias and the cross-section of international stock returns
Cakici, Nusret, (2023)
-
Changes in shares outstanding and country stock returns around the world
Long, Huaigang, (2024)
-
Khoa Dang Duong, (2021)
- More ...
-
Liquidity and the cross-section of international stock returns
Cakici, Nusret, (2021)
-
Zaremba, Adam, (2021)
-
Cakici, Nusret, (2021)
- More ...