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subject:"Agency theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~person:"Faff, Robert W."
~person:"Li, Junye"
~subject:"CAPM"
~subject:"Economic tracking portfolio"
~subject:"Volatility"
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Agency theory
CAPM
Economic tracking portfolio
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Faff, Robert W.
Li, Junye
Prokopczuk, Marcel
5
Hollstein, Fabian
4
Levy, Haim
4
Balvers, Ronald J.
3
Branger, Nicole
3
Garcia, René
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Malliaris, Anastasios G.
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Post, Thierry
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De Grauwe, Paul
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Engsted, Tom
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International economic review
Journal of banking & finance
Journal of international money and finance
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Applied financial economics
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Australian journal of management
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Global COE Hi-Stat discussion paper series
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Journal of multinational financial management
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
6
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1
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
2
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
3
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei
;
Li, Junye
- In:
Journal of international money and finance
41
(
2014
),
pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Saved in:
4
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
Saved in:
5
Volatility components, leverage effects, and the return–volatility relations
Li, Junye
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1530-1540
Persistent link: https://www.econbiz.de/10009244953
Saved in:
6
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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