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Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas; Huang, Ming - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
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Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
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International portfolio investment flows
Brennan, Michael J. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1851-1880
Persistent link: https://www.econbiz.de/10001232341
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Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
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Stock prices and the supply of information
Brennan, Michael J. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1665-1691
Persistent link: https://www.econbiz.de/10001115526
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Dynamic asset allocation under inflation
Brennan, Michael J.; Xia, Yihong - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1201-1238
Persistent link: https://www.econbiz.de/10001684992
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Time-invariant portfolio insurance strategies
Brennan, Michael J. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
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Economic policy uncertainty and analyst behaviours : evidence from the United Kingdom
Chen, Min; Zhu, Zhaobo; Han, Peiwen; Chen, Bo; Liu, Jia - In: International review of financial analysis 79 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349538
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Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.; Wang, Ashley W.; Xia, Yihong - In: The journal of finance : the journal of the American … 59 (2004) 4, pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689