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Information asymmetry and valuation uncertainty, the determination of China's IPO allocation procedures
Ma, Shiguang - In: Applied financial economics 17 (2007) 4/6, pp. 271-284
Persistent link: https://www.econbiz.de/10003445978
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Corporate governance, risk aversion and firm value
Antonczyk, Ron Christian; Salzmann, Astrid Juliane - In: Applied financial economics 24 (2014) 7/9, pp. 543-556
Persistent link: https://www.econbiz.de/10010402699
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Asia-Pacific banks risk exposures : pre and post the Asian financial crisis
Au Yong, Hue Hwa; Faff, Robert W. - In: Applied financial economics 18 (2008) 4/6, pp. 431-449
Persistent link: https://www.econbiz.de/10003739139
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World financial crisis and the rise of Chinese commercial banks : an efficiency analysis using DEA
Luo, Dan; Yao, Shujie - In: Applied financial economics 20 (2010) 19/21, pp. 1515-1530
Persistent link: https://www.econbiz.de/10009011593
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AIG's announcements, Fed's innovation, contagion and systemic risk in the financial industries
Safa, M. Faisal; Hassan, M. Kabir; Maroney, Neal C. - In: Applied financial economics 23 (2013) 16/18, pp. 1337-1348
Persistent link: https://www.econbiz.de/10010259445
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Bad news and bank performance during the 2008 financial crisis
Chira, Inga - In: Applied financial economics 24 (2014) 16/18, pp. 1187-1198
Persistent link: https://www.econbiz.de/10010418921
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The value of being systemically important : event study on regulatory announcements for banks
Kleinow, Jacob; Nell, Tobias; Rogler, Silvia; Horsch, … - In: Applied financial economics 24 (2014) 22/24, pp. 1585-1604
Persistent link: https://www.econbiz.de/10010460945
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Estimates of the ICAPM with regime-switching betas : evidence from four pacific rim economies
Chen, Shyh-wei; Huang, Nai-chuan - In: Applied financial economics 17 (2007) 4/6, pp. 313-327
Persistent link: https://www.econbiz.de/10003446018
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Explaining mispricing with Fama-French factors : new evidence from the multiscaling approach
In, Francis Haeuck; Kim, Sangbae; Faff, Robert W. - In: Applied financial economics 20 (2010) 4/6, pp. 323-330
This article examines the Capital Asset Pricing Model (CAPM) over different frequencies utilizing a recently developed multiscaling method: wavelet analysis. Our empirical analysis shows that the risk factors are more relevant at the lower frequencies than at the higher frequencies in the...
Persistent link: https://www.econbiz.de/10003963131
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Implied risk aversion and volatility risk premiums
Yoon, Sun-joong; Byun, Suk Joon - In: Applied financial economics 22 (2012) 1/3, pp. 59-70
Persistent link: https://www.econbiz.de/10009419575