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Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: International review of financial analysis 46 (2016), pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
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Bank credit risk events and peers' equity value
Fuertes, Ana María; Robles, Maria-Dolores - In: International review of financial analysis 75 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012804022
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In good times and in bad : bank capital ratios and lending rates
Osborne, Matthew; Fuertes, Ana María; Milne, Alistair - In: International review of financial analysis 51 (2017), pp. 102-112
Persistent link: https://www.econbiz.de/10011868675
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Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
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Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310