Narrow search
Showing 1 - 10 of 81
Cover Image
Monetary policy and asset prices in an open economy
Ida, Daisuke - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 102-117
Persistent link: https://www.econbiz.de/10009267535
Cover Image
Back to fundamentals : the role of expected cash flows in equity valuation
Foerster, Stephen Robert; Sapp, Stephen G. - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 320-343
Persistent link: https://www.econbiz.de/10009427377
Cover Image
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
Cover Image
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - In: The North American journal of economics and finance : a … 34 (2015), pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Cover Image
Excess volatility and the cross-section of stock returns
Wang, Yuming; Ma, Jinpeng - In: The North American journal of economics and finance : a … 27 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010460922
Cover Image
On the impossibility of insider trade in rational expectations equilibria
Zimper, Alexander - In: The North American journal of economics and finance : a … 28 (2014), pp. 109-118
Persistent link: https://www.econbiz.de/10010461170
Cover Image
Music and the market : song and stock volatility
Maymin, Philip - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10009673892
Cover Image
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun; Kaizoji, Taisei; Livan, Giacomo; Scalas, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Cover Image
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun; Xiao, Binuo; Huang, Yilong; Zhou, Li - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Cover Image
Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473