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Skewness preference, value and size effects

Mishra, Suchismita; DeFusco, Richard A.; Prakash, Arun J. - In: Applied financial economics 18 (2008) 4/6, pp. 379-386

Persistent link: https://www.econbiz.de/10003739120

Skewness preference, value and size effects

Mishra, Suchismita; Defusco, Richard; Prakash, Arun - In: Applied financial economics 18 (2008) 5, pp. 379-386

Persistent link: https://www.econbiz.de/10007994270

Skewness preference, value and size effects

Mishra, Suchismita; Defusco, Richard; Prakash, Arun - In: Applied financial economics 18 (2008) 4-6, pp. 379-386

Persistent link: https://www.econbiz.de/10008043184

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional liquidity remains priced. Also, consistent with previous studies...

Persistent link: https://www.econbiz.de/10003856654

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan - In: Applied financial economics 19 (2009) 11, pp. 853-868

Persistent link: https://www.econbiz.de/10008249994

Systematic liquidity, characteristic liquidity and asset pricing

Nguyen, Duong; Puri, Tribhuvan - In: Applied financial economics 19 (2009) 10-12, pp. 853-868

Persistent link: https://www.econbiz.de/10008272565

Asset pricing models : a comparison

Lawrence, Edward R.; Geppert, John M.; Prakash, Arun J. - In: Applied financial economics 17 (2007) 10/12, pp. 933-940

Persistent link: https://www.econbiz.de/10003538074

Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns

Chang, Chun-hao; DuPoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1635-1646

Persistent link: https://www.econbiz.de/10003800194

Effect of intervalling and skewness on portfolio selection indeveloped and developing markets

Chang, Chun-hao; Dupoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1697-1707

Persistent link: https://www.econbiz.de/10003800238

Effect of regulation FD on disclosures of information by firms

Lawrence, Edward R.; Karels, Gordon V.; Prakash, Arun J.; … - In: Applied financial economics 21 (2011) 13/15, pp. 979-996

Persistent link: https://www.econbiz.de/10009317451