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The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
Racicot, François-Éric; Théoret, Raymond; Gregoriou, … - In: International review of economics & finance : IREF 72 (2021), pp. 289-318
Persistent link: https://www.econbiz.de/10012671925
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International equity U.S. mutual funds and diversification benefits
Fletcher, Jonathan - In: International review of economics & finance : IREF 76 (2021), pp. 246-257
Persistent link: https://www.econbiz.de/10013175804
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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Corporate focus and stock returns
Comment, Robert - In: Journal of financial economics 37 (1995) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10001172910
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The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach
Wang, Kehluh; Chen, Yi-Hsuan; Huang, Szu-wei - In: International review of economics & finance : IREF 20 (2011) 4, pp. 654-664
Persistent link: https://www.econbiz.de/10009303893
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Global private information in international equity markets
Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Journal of financial economics 94 (2009) 1, pp. 18-46
Persistent link: https://www.econbiz.de/10003891540
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Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh; Guirguis, Hany S. - In: International review of economics & finance : IREF 16 (2007) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
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Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman; Makarov, Dmitry - In: Journal of financial economics 103 (2012) 2, pp. 377-392
Persistent link: https://www.econbiz.de/10009501365
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Price impact and portfolio impact
Cvitanić, Jakša; Malamud, Semyon - In: Journal of financial economics 100 (2011) 1, pp. 201-225
Persistent link: https://www.econbiz.de/10009241218
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Disagreement and return predictability of stock portfolios
Yu, Jialin - In: Journal of financial economics 99 (2011) 1, pp. 162-183
Persistent link: https://www.econbiz.de/10009241433