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Does repetition improve consistency?
Hey, John Denis - In: Experimental economics : a journal of the Economic … 4 (2001) 1, pp. 5-54
Persistent link: https://www.econbiz.de/10001603226
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Risk managing tail-risk seekers : VaR and expected shortfall vs S-shaped utility
Armstrong, John; Brigo, Damiano - In: Journal of banking & finance 101 (2019), pp. 122-135
Persistent link: https://www.econbiz.de/10012162636
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Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
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Local IPOs, local delistings, and the firm location premium
Baschieri, Giulia; Carosi, Andrea; Mengoli, Stefano - In: Journal of banking & finance 53 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011377701
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - In: Journal of banking & finance 37 (2013) 10, pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Context matters
Zhou, Wenting; Hey, John Denis - In: Experimental economics : a journal of the Economic … 21 (2018) 4, pp. 723-756
Persistent link: https://www.econbiz.de/10011942342