Narrow search
Showing 1 - 10 of 210
Cover Image
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús; Yu, Yang; Zanetti, Francesco - 2024
This paper shows the importance of technological synergies among heterogeneous firms for aggregate fluctuations. First, we document six novel empirical facts using microdata that suggest the existence of important technological synergies between trading firms, the presence of positive...
Persistent link: https://www.econbiz.de/10014486406
Cover Image
Bubbles in the dividend-price ratio? : evidence from an asymmetric exponential smooth-transition model
McMillan, David G. - In: Journal of banking & finance 31 (2007) 3, pp. 787-804
Persistent link: https://www.econbiz.de/10003429782
Cover Image
Are price limits really bad for equity markets?
Deb, Saikat Sovan; Kalev, Petko S.; Marisetty, Vijaya B. - In: Journal of banking & finance 34 (2010) 10, pp. 2462-2471
Persistent link: https://www.econbiz.de/10008858317
Cover Image
Sources of risk and expected returns in global equity markets
Ferson, Wayne E. - In: Journal of banking & finance 18 (1994) 4, pp. 775-803
Persistent link: https://www.econbiz.de/10001170155
Cover Image
Up- and downside variance risk premia in global equity markets
Held, Matthias; Kapraun, Julia; Omachel, Marcel; … - In: Journal of banking & finance 118 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
Cover Image
The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
Cover Image
Effective fair pricing of international mutual funds
Chua, Choong Tze; Lai, Sandy; Wu, Yangru - In: Journal of banking & finance 32 (2008) 11, pp. 2307-2324
Persistent link: https://www.econbiz.de/10003787167
Cover Image
Reactions of Japanese markets to changes in credit ratings by global and local agencies
Li, Joanne; Shin, Yoon S.; Moore, William Theodore - In: Journal of banking & finance 30 (2006) 3, pp. 1007-1021
Persistent link: https://www.econbiz.de/10003300474
Cover Image
A careful re-examination of seasonality in international stock markets : comment on sentiment and stock returns
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: Journal of banking & finance 36 (2012) 4, pp. 934-956
Persistent link: https://www.econbiz.de/10009557861
Cover Image
Liquidity risk and stock returns around the world
Xin Liang, Samuel; Wei, John K. C. - In: Journal of banking & finance 36 (2012) 12, pp. 3274-3288
Persistent link: https://www.econbiz.de/10009660495