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Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.; Yılmaz, Kamil - In: The economic journal : the journal of the Royal … 119 (2009), pp. 158-171
Persistent link: https://www.econbiz.de/10003805251
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Did expected returns fall? : evidence from UK size portfolios
Vivian, Andrew - In: The European journal of finance 18 (2012) 5/6, pp. 439-468
Persistent link: https://www.econbiz.de/10009615725
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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The size premium as a lottery
McGee, Richard J.; Olmo, Jose - In: The European journal of finance 27 (2021) 1/2, pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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Linking wealth and labour income with stock returns and government bond yields
Sousa, Ricardo M. - In: The European journal of finance 21 (2015) 10/12, pp. 806-825
Persistent link: https://www.econbiz.de/10011302003
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Meteor showers and global asset allocation
Ahmed, Rashad; Hasan, Mohammad S.; Sultan, Jahangir - In: The European journal of finance 26 (2020) 17, pp. 1703-1724
Persistent link: https://www.econbiz.de/10012314648
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Time-varying risk in the German stock market
Scheicher, Martin - In: The European journal of finance 6 (2000) 1, pp. 70-91
Persistent link: https://www.econbiz.de/10001526043