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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
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The dispersion effect in international stock returns
Leippold, Markus; Lohre, Harald - In: Journal of empirical finance 29 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10011300459
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Production efficiency uncertainty and corporate credit risk : structural form credit model perspectives
Chen, Tsung-Kang; Liaob, Hsien-Hsing; Chen, Wei-Lun - In: Journal of empirical finance 29 (2014), pp. 266-280
Persistent link: https://www.econbiz.de/10011300467
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Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Journal of empirical finance 59 (2020), pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
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Information uncertainty and the pricing of liquidity
Kang, Wenjin; Li, Nan; Zhang, Huiping - In: Journal of empirical finance 54 (2019), pp. 77-96
Persistent link: https://www.econbiz.de/10012174817
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Information uncertainty and target valuation in mergers and acquisitions
Li, Lin; Tong, Wilson H. - In: Journal of empirical finance 45 (2018), pp. 84-107
Persistent link: https://www.econbiz.de/10012102443
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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The non-linear trade-off between return and risk and its determinants
Cotter, John; Salvador, Enrique - In: Journal of empirical finance 67 (2022), pp. 100-132
Persistent link: https://www.econbiz.de/10013464378