Narrow search
Showing 1 - 10 of 430
Cover Image
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
Cover Image
Savings goals and wealth allocation in household financial portfolios
Changwony, Frederick Kibon; Campbell, Kevin; Tabner, … - In: Journal of banking & finance 124 (2021), pp. 1-44
Persistent link: https://www.econbiz.de/10012816492
Cover Image
A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
Cover Image
Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia; Veld, Chris H. - In: Journal of banking & finance 136 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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