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Glabadanidis, Paskalis
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Moor, Lieven de
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Sercu, Piet
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Journal of empirical finance
The journal of asset management
Journal of banking & finance
65
Finance research letters
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Journal of financial economics
45
International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
2
Firm heterogeneity and credit risk
diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
3
"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan
;
McGee, M. Kevin
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
Saved in:
4
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
5
Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de
;
Sercu, Piet
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
Saved in:
6
The plausibility of risk estimates and implied costs to international equity investments
Moor, Lieven de
;
Sercu, Piet
;
Vanpée, Rosanne
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 623-644
Persistent link: https://www.econbiz.de/10009267264
Saved in:
7
Residual momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
8
Hedging the time-varying risk exposures of momentum returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
9
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
10
The cross-section of stock returns in frontier emerging markets
Groot, Wilma de
;
Pang, Juan
;
Swinkels, Laurens
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
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