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Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233

Bank stocks, risk factors, and tail behavior

Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229

Persistent link: https://www.econbiz.de/10013259284

A Model of financial markets with endogenously correlated rational beliefs

Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 30 (2007) 3, pp. 431-452

Persistent link: https://www.econbiz.de/10003421632

Communication, correlation of beliefs and asset price fluctuations

Nakata, Hiroyuki - In: Rivista internazionale di scienze sociali 115 (2007) 3, pp. 443-469

Persistent link: https://www.econbiz.de/10003723858

Modelling exchange of probabilistic opinions

Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 21 (2003) 2/3, pp. 697-727

Persistent link: https://www.econbiz.de/10001732964

Self-production, friction, and risk sharing against disasters : evidence from a developing country

Sawada, Yasuyuki; Nakata, Hiroyuki; Kotera, Tomoaki - 2011

This paper uses a unique household data set collected in Vietnam to empirically test the necessary conditions for an extended version of the consumption risk-sharing hypothesis. The test explicitly incorporates self-production and uses natural disasters such as avian influenza, droughts, and...