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Carry momentum
Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
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Disaster risk and asset returns : an international perspective
Lewis, Karen K.; Liu, Edith X. - In: Journal of international economics 108 (2017), pp. 42-58
Persistent link: https://www.econbiz.de/10011916374
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The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries
Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23
Persistent link: https://www.econbiz.de/10011740671
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Is idiosyncratic risk priced? : the international evidence
Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
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Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara; Badshah, Ihsan Ullah; Demirer, Rıza - In: Global finance journal 52 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
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Expropriation risk by block holders, institutional quality and expected stock returns
Hearn, Bruce; Phylaktis, Kate; Piesse, Jenifer - In: The journal of corporate finance : contracting, … 45 (2017), pp. 122-149
Persistent link: https://www.econbiz.de/10011760708
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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Chapter 16 Are financial assets priced locally or globally?
Karolyi, G. Andrew; Stulz, René M. - 2003
premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing … empirical evidence shows that a country's risk premium depends on its covariance with the world market portfolio and that there …
Persistent link: https://www.econbiz.de/10014023855
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Global political risk and international stock returns
Gala, Vito D.; Pagliardi, Giovanni; Zenios, Stauros Andrea - In: Journal of empirical finance 72 (2023), pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
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The economics of financial markets
Bailey, Roy E. - 2005
asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the … APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the … volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an …
Persistent link: https://www.econbiz.de/10011479686