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ECONIS (ZBW)
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1
The sum of all fears : forecasting
international
returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
3
Does integration lead to lower costs of equity?
Dye, Jessica
;
Gilbert, Aaron
;
Pacheco, Gail
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 86-112
Persistent link: https://www.econbiz.de/10011774103
Saved in:
4
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
Saved in:
5
A new approach to portfolio management in the Brazilian equity market : does assets efficiency level improve performance?
Maciel, Leandro
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 38-56
Persistent link: https://www.econbiz.de/10012656193
Saved in:
6
BREXIT : equity market contagion and transmission channels
Ayadi, Ahmed
- In:
Applied economics
54
(
2022
)
34
,
pp. 3933-3952
Persistent link: https://www.econbiz.de/10013410855
Saved in:
7
Cross-listing of real estate investment trusts (REITs)
Ho, Kim-hin David
;
Addae-Dapaah, Kwame
;
Peck, Fang Rui Lina
- In:
Journal of property investment & finance
35
(
2017
)
5
,
pp. 509-527
Persistent link: https://www.econbiz.de/10011781034
Saved in:
8
The
international
CAPM and a wavelet-based decomposition of value at risk
Fernández, Viviana
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003284309
Saved in:
9
International
evidence on the association of leverage with stock returns and the value premium
García-Feijóo, Luis
;
Jansen, Benjamin
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 315-341
Persistent link: https://www.econbiz.de/10014305798
Saved in:
10
Cross-border valuation using the
International
CAPM and the constant perpetual growth model
O'Brien, Thomas J.
- In:
Journal of economics & business
119
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013428933
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