Narrow search
Showing 1 - 10 of 799
Cover Image
More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949
Cover Image
A novel downside risk measure and expected returns
Liu, Jinjing - 2019
Several studies have found that the cross-section of stock returns reflects a risk premium for bearing downside risk; however, existing measures of downside risk have poor power for predicting returns. Therefore, this paper proposes a novel measure of downside risk, the ES-implied beta, to...
Persistent link: https://www.econbiz.de/10012113746
Cover Image
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010394652
Cover Image
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - 2008
Persistent link: https://www.econbiz.de/10003774023
Cover Image
Financial innovation and financial fragility
Gennaioli, Nicola; Shleifer, Andrei; Vishny, Robert W. - 2010
Persistent link: https://www.econbiz.de/10003981877
Cover Image
Local bias and stock market conditions
Giannetti, Mariassunta; Laeven, Luc - 2012
Persistent link: https://www.econbiz.de/10009559912
Cover Image
Debt financing in asset markets
He, Zhiguo; Xiong, Wei - 2012
Persistent link: https://www.econbiz.de/10009526844
Cover Image
Variance risk, financial intermediation, and the cross-section of expected option returns
Schürhoff, Norman; Ziegler, Alexandre - 2011
Persistent link: https://www.econbiz.de/10008909466
Cover Image
Temperature, aggregate risk, and expected returns
Bansal, Ravi; Ochoa, Marcelo - 2011
Persistent link: https://www.econbiz.de/10009378572
Cover Image
Of religion and redemption : evidence from default on Islamic loans
Baele, Lieven; Farooq, Moazzam; Ongena, Steven - 2011
Persistent link: https://www.econbiz.de/10009310351