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Bayesian non-linear quantile effects on modelling realized kernels

Dong, Manh Cuong; Chen, Cathy W. S.; Asai, Manabu - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 981-995

Persistent link: https://www.econbiz.de/10014253335

Tail risk forecasting of realized volatility CAViaR models

Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014304842

Investor trading behavior, investor sentiment and asset prices

Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62

Persistent link: https://www.econbiz.de/10011539669

Cyclical asset returns in the consumption and investment goods sector

Heer, Burkhard; Maußner, Alfred; Süssmuth, Bernd - In: Review of economic dynamics 28 (2018), pp. 51-70

Persistent link: https://www.econbiz.de/10012041459

Corporate governance and its effect on firm value and stock returns of listed companies on the Athens stock exchange

Toudas, Kanellos; Bellas, Athanasios - In: European research studies 17 (2014) 2, pp. 58-80

Persistent link: https://www.econbiz.de/10012001623

ICT and growth : the role of rates of return and capital prices

Niebel, Thomas; Saam, Marianne - In: The review of income and wealth : journal of the … 62 (2016) 2, pp. 283-310

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Endogenous time-varying risk aversion and asset returns

Berardi, Michele - In: Journal of evolutionary economics : JEE 26 (2016) 3, pp. 581-601

Persistent link: https://www.econbiz.de/10011561935

The capital asset pricing model : a critical literature review

Rossi, Matteo - In: Global business & economics review 18 (2016) 5, pp. 604-617

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Disagreement and asset prices

Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238

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Delegated portfolio management, optimal fee contracts, and asset prices

Sato, Yuki - 2015

This paper proposes a model of asset-market equilibrium with portfolio delegation and optimal fee contracts. Fund managers and investors strategically interact to determine funds' investment profiles, while they share portfolio risk through fee contracts. In equilibrium, their investment...

Persistent link: https://www.econbiz.de/10011293478