Narrow search
Showing 1 - 10 of 2,828
Cover Image
Asset pricing and downside risk in the Australian share market
Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
Cover Image
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Cover Image
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Cover Image
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
Cover Image
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir; Shehzad, Choudhry Tanveer; Umar, Zaghum - In: Applied economics 51 (2019) 15, pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579
Cover Image
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Cover Image
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Applied economics 51 (2019) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Cover Image
The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Cover Image
Do bank bondholders price banks' ability to manage risk/return?
Casteuble, Cécile; Nys, Emmanuelle; Rous, Philippe - In: Applied economics 50 (2018) 44, pp. 4788-4802
Persistent link: https://www.econbiz.de/10012061635
Cover Image
Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Dai, Zhifeng; Zhu, Huan - In: Applied economics 52 (2020) 21, pp. 2309-2323
Persistent link: https://www.econbiz.de/10012197698