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Pricing kernel monotonicity and conditional information
Linn, Matthew; Shive, Sophie; Shumway, Tyler - In: The review of financial studies 31 (2018) 2, pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
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Der Einfluß von derivativen Wertpapieren auf das systematische Risiko von Aktien : eine empirische Analyse
Herrmann, Ralf - In: Kredit und Kapital 32 (1999) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10001367673
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Implied binomial trees
Rubinstein, Mark - In: The journal of finance : the journal of the American … 49 (1994) 3, pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
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Do Ṣukūk and Islamic indexes act as safe refuge to conventional stock markets? : evidence from Markov-switching CAPM approach
Bahloul, Slah; Mathlouthi, Fatma - In: Islamic economic studies 30 (2022) 1, pp. 64-83
Purpose The objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and Ṣukūk during the crises time. Second, to evaluate this property in the last pandemic. This study employs the daily dataset from June 15, 2015, to June 15, 2020, for...
Persistent link: https://www.econbiz.de/10014286183
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Fundamental indexation in Europe : new evidence
Bolognesi, Enrica; Pividori, Mattia - In: Journal of financial management, markets and institutions 4 (2016) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10011954483
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Essays on asset pricing, investor preferences, and derivative markets
Koëter, Joren - 2021
Persistent link: https://www.econbiz.de/10012627384
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Price limits and the value premium in the Taiwan stock market
Lin, Chaonan; Ko, Kuan-Cheng; Lin, Lin; Yang, Nien-Tzu - In: Pacific-Basin finance journal 41 (2017), pp. 26-45
Persistent link: https://www.econbiz.de/10011800487
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Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
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Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Lin, Chaonan; Ko, Kuan-Cheng; Lu, Chien-Lin - In: Pacific-Basin finance journal 79 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
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Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau; Kong, De-Rong; Lin, Chih-Yung; Lin, Tse-Chun - In: Pacific-Basin finance journal 82 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463357