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Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 39 (2016), pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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CEO compensation in Japan : why so different from the United States?
Pan, Luyao; Zhou, Xianming - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2261-2292
Persistent link: https://www.econbiz.de/10011959110
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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Forecasting returns : new European evidence
Jordan, Steven J.; Vivian, Andrew J.; Wohar, Mark E. - In: Journal of empirical finance 26 (2014), pp. 76-95
Persistent link: https://www.econbiz.de/10010472005
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The market microstructure of central bank bond purchases
Schlepper, Kathi; Hofer, Heiko; Riordan, Ryan; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 193-221
Persistent link: https://www.econbiz.de/10012195557
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Fragmentation and strategic market-making
Daures-Lescourret, Laurence; Moinas, Sophie - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1675-1700
Persistent link: https://www.econbiz.de/10014309555
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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Bond rating agencies and stock analysts : who knows what when?
Ederington, Louis H.; Goh, Jeremy C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 569-585
Persistent link: https://www.econbiz.de/10001256372