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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Special issue on the equity risk premium
Buckley, Adrian (contributor) - 1999
Persistent link: https://www.econbiz.de/10001448328
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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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Firm size and volatility analysis in the Spanish stock market
Chuliá, Helena; Torró, Hipòlit - In: The European journal of finance 17 (2011) 7/8, pp. 695-715
Persistent link: https://www.econbiz.de/10009509834
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Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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The disappearance of momentum
Hwang, Soosung; Rubesam, Alexandre - In: The European journal of finance 21 (2015) 7/9, pp. 584-607
Persistent link: https://www.econbiz.de/10011301218
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The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig; Samyschew, Helene - In: The European journal of finance 25 (2019) 3, pp. 279-302
Persistent link: https://www.econbiz.de/10012206973
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Predicting the equity market with option-implied variables
Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; … - In: The European journal of finance 25 (2019) 10, pp. 937-965
Persistent link: https://www.econbiz.de/10012207043
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Historical geopolitical risk and the behaviour of stock returns in advanced economies
Salisu, Afees A.; Lasisi, Lukman; Tchankam, Jean Paul - In: The European journal of finance 28 (2022) 9, pp. 889-906
In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on the economies of advanced countries (G7 and Switzerland). We construct a predictive model, following the approach of Lewellen (2004. "Predicting returns with financial ratios." Journal of Financial...
Persistent link: https://www.econbiz.de/10013373348
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Volatility as an asset class : European evidence
Hafner, Reinhold; Wallmeier, Martin - In: The European journal of finance 13 (2007) 7/8, pp. 621-644
Persistent link: https://www.econbiz.de/10003609936