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ECONIS (ZBW)
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1
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
2
Forecasting the size premium over different time horizons
Zakamulin, Valeriy
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 1061-1072
Persistent link: https://www.econbiz.de/10009708710
Saved in:
3
The MAX effect : an exploration of risk and mispricing explanations
Zhong, Angel
;
Gray, Philip K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 76-90
Persistent link: https://www.econbiz.de/10011634328
Saved in:
4
Economic activity and momentum profits : further evidence
Maio, Paulo
;
Philip, Dennis
- In:
Journal of banking & finance
88
(
2018
),
pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
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5
Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander
;
Ben Ammar, Semir
;
Eling, Martin
- In:
Journal of banking & finance
102
(
2019
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
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6
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10009705642
Saved in:
7
The cross-section of expected stock returns in the property/liability insurance industry
Ben Ammar, Semir
;
Eling, Martin
;
Milidonis, Andreas
- In:
Journal of banking & finance
96
(
2018
),
pp. 292-321
Persistent link: https://www.econbiz.de/10011967228
Saved in:
8
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
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9
The R&D anomaly : risk or mispricing?
Leung, Woon Sau
;
Evans, Kevin P.
;
Mazouz, Khelifa
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012489196
Saved in:
10
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
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