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~isPartOf:"International review of financial analysis"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Azad, A. S. M. Sohel"
~person:"Aïd, René"
~person:"Bali, Turan G."
~person:"Baradarannia, M. Reza"
~person:"Dai, Min"
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Anlageverhalten"
~subject:"Business cycle"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Risk premium"
~subject:"Share price"
~subject:"USA"
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Anlageverhalten
Business cycle
Kreditrisiko
Risikoprämie
Risk premium
Share price
USA
CAPM
4
Theorie
4
Theory
4
Capital income
3
Kapitaleinkommen
3
Liquidity
3
Liquidität
3
Portfolio selection
3
Portfolio-Management
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Risiko
3
Risk
3
Volatility
3
Volatilität
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Asset pricing
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Interest rate derivative
2
Schätzung
2
Swap
2
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2
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liquidity premia
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Aktienmarkt
1
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Azad, A. S. M. Sohel
Aïd, René
Bali, Turan G.
Baradarannia, M. Reza
Dai, Min
Wolff, Christiaan Cornelis Petrus
Batten, Jonathan A.
3
Nonejad, Nima
3
Zhou, Guofu
3
Avino, Davide
2
Blenman, Lloyd P.
2
Bouri, Elie
2
Branch, Ben Shirley
2
Elkamhi, Redouane
2
Fang, Victor
2
Garlappi, Lorenzo
2
Gill, Balbinder Singh
2
Hasler, Michael
2
Hsu, Alex
2
Peat, Maurice
2
Tamoni, Andrea
2
Teulon, Frédéric
2
Trojani, Fabio
2
Yu, Fan
2
Zhong, Angel
2
Adra, Samer
1
Aharon, David Y.
1
Ahmad, Fawad
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Almaharmeh, Mohammad I.
1
Alonso-Conde, Ana B.
1
Andrei, Daniel
1
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1
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1
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1
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1
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1
Arshanapalli, Bala Gangadhar
1
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1
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1
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1
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International review of financial analysis
Management science : journal of the Institute for Operations Research and the Management Sciences
Georgetown McDonough School of Business Research Paper
4
Economics letters
3
Journal of financial economics
3
Applied financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Research in international business and finance
2
AFA 2013 San Diego Meetings Paper
1
China finance review international
1
Discussion paper / Center for Economic Research, Tilburg University
1
Finance and economics discussion series
1
Fisher College of Business Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
LSF research working paper series
1
NBER working paper series
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / METEOR
1
Sixth Singapore International Conference on Finance 2012 Paper
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1
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
2
Skewness risk premium : theory and empirical evidence
Lin, Yuehao
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
International review of financial analysis
63
(
2019
),
pp. 174-185
Persistent link: https://www.econbiz.de/10012207438
Saved in:
3
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
4
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
5
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
6
Liquidity and expected returns : evidence from 1926 - 2008
Baradarannia, M. Reza
;
Peat, Maurice
- In:
International review of financial analysis
29
(
2013
),
pp. 10-23
Persistent link: https://www.econbiz.de/10010244145
Saved in:
7
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
8
Hedging and vertical integration in electricity markets
Aïd, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
Saved in:
9
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
Saved in:
10
Exchange risk premia, expectations formation and "news" in the Mexican peso- US dollar forward exchange rate market
Verschoor, Willem F. C.
;
Wolff, Christiaan Cornelis Petrus
- In:
International review of financial analysis
10
(
2001
)
2
,
pp. 157-174
Persistent link: https://www.econbiz.de/10001603135
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