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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534
Persistent link: https://www.econbiz.de/10009622468
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
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Fund manager allocation
Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - In: Journal of financial economics 111 (2014) 3, pp. 661-674
Persistent link: https://www.econbiz.de/10010375908
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Money and liquidity in financial markets
Nyborg, Kjell G.; Östberg, Peter - In: Journal of financial economics 112 (2014) 1, pp. 30-52
Persistent link: https://www.econbiz.de/10010375955
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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598