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Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
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Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods
Hung, Chi-Hsiou D.; Azad, A. S. M. Sohel; Fang, Victor - In: Journal of international financial markets, … 31 (2014), pp. 14-29
Persistent link: https://www.econbiz.de/10011299361
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Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 25 (2013), pp. 119-143
Persistent link: https://www.econbiz.de/10009762798
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Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
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Momentum profits and conditional time-varying systematic risk
Morelli, David - In: Journal of international financial markets, … 29 (2014), pp. 242-255
Persistent link: https://www.econbiz.de/10010412145
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.; Theodossiou, Panayiotis - In: Journal of international financial markets, … 30 (2014), pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
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Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 72 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
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Risk and return in international corporate bond markets
Bekaert, Geert; De Santis, Roberto A. - In: Journal of international financial markets, … 72 (2021), pp. 1-32
Persistent link: https://www.econbiz.de/10012801548