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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Modeling dynamic higher moments of crude oil futures
Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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An idea of risk-neutral momentum and market fear
Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
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A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu; Xie, Haibin - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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Corporate social responsibility, financial instability and corporate financial performance : linear, non-linear and spillover effects : the case of the CAC 40 companies
Jahmane, Abderrahmane; Gaies, Brahim - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438219
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Weekly momentum in the commodity futures market
Kwon, Kyungyoon; Kang, Jangkoo; Yun, Jaesun - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
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Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors
Shi, Qi; Li, Bin - In: Finance research letters 29 (2019), pp. 125-128
Persistent link: https://www.econbiz.de/10012417985
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Residual momentum and the cross-section of stock returns : Chinese evidence
Lin, Qi - In: Finance research letters 29 (2019), pp. 206-215
Persistent link: https://www.econbiz.de/10012418711
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Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?
Mitra, Subrata Kumar; Bawa, Jaslene Kaur; Kannadhasan, M.; … - In: Finance research letters 20 (2017), pp. 269-273
Persistent link: https://www.econbiz.de/10011806945
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Real estate as a common risk factor in the financial sector : international evidence
Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430799