Similar Search Results

The impact of tax preferences on the investment attractiveness of bonds for retail investors : the case of Russia

Boldyreva, Natalia B.; Reshetnikova, Liudmila G.; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/72, pp. 1-11

The impact of tax incentives on the investment attractiveness of bonds for retail investors is assessed in the article. The paper presents a comparative empirical analysis of investment attractiveness of Russian bonds and bank deposits for domestic retail investors. We identify investment...

Persistent link: https://www.econbiz.de/10012302606

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10009242335

The leverage effect puzzle : disentangling sources of bias at high frequency

Aït-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - In: Journal of financial economics 109 (2013) 1, pp. 224-249

Persistent link: https://www.econbiz.de/10009765821

Time series momentum

Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250

Persistent link: https://www.econbiz.de/10009621174

Asset commonality, debt maturity and systemic risk

Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534

Persistent link: https://www.econbiz.de/10009622468

Fund manager allocation

Fang, Jieyan; Kempf, Alexander; Gehde-Trapp, Monika - In: Journal of financial economics 111 (2014) 3, pp. 661-674

Persistent link: https://www.econbiz.de/10010375908

Money and liquidity in financial markets

Nyborg, Kjell G.; Östberg, Peter - In: Journal of financial economics 112 (2014) 1, pp. 30-52

Persistent link: https://www.econbiz.de/10010375955

Pricing the commonality across alternative measures of liquidity

Korajczyk, Robert A.; Sadka, Ronnie - In: Journal of financial economics 87 (2008) 1, pp. 45-72

Persistent link: https://www.econbiz.de/10003628872

Modeling financial contagion using mutually exciting jump processes

Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606

Persistent link: https://www.econbiz.de/10011480318

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515