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Pricing within and across asset classes
Dobrynskaja, V. V. - In: Finance research letters 25 (2018), pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
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Factor seasonalities : international and further evidence
Mercik, Aleksander; Cupriak, Daniel; Zaremba, Adam - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
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Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
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Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
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Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko; Äijö, Janne - In: Finance research letters 12 (2015), pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
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Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto; Gómez, Fabio; … - In: Finance research letters 65 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
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Asymmetric asset correlation in credit portfolios
Cho, Yongbok; Lee, Yong Woong - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
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Long-term perspective on the stock market matters in asset pricing
Park, Heungju; Sohn, Bumjean - In: Finance research letters 16 (2016), pp. 162-170
Persistent link: https://www.econbiz.de/10011656148
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Real oil prices and the international sign predictability of stock returns
Pönkä, Harri - In: Finance research letters 17 (2016), pp. 79-87
Persistent link: https://www.econbiz.de/10011596229
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519