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Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - 2001

Persistent link: https://www.econbiz.de/10001603816

Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004

Persistent link: https://www.econbiz.de/10002504180

Correlations

Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937

Persistent link: https://www.econbiz.de/10011707351

Global risk aversion and emerging market return comovements

Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121

Persistent link: https://www.econbiz.de/10012022952

The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data

Pépin, Dominique; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391037

Are investors' attention and uncertainty aversion the risk factors for stock markets? : international evidence from the COVID-19 crisis

Shear, Falik; Ashraf, Badar Nadeem; Sadaqat, Mohsin - In: Risks : open access journal 9 (2021) 1/2, pp. 1-15

In this paper, we examine the impact of investors' attention to COVID-19 on stock market returns and the moderating effect of national culture on this relationship. Using daily data from 34 countries over the period 23 January to 12 June 2020, and measuring investors' attention with the Google...

Persistent link: https://www.econbiz.de/10012422883