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Three essays on asset pricing and factor investing
Dirkx, Philipp A. - 2021
Persistent link: https://www.econbiz.de/10012799559
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Four essays on Financial market institutions, capital allocation and economic uncertainty
Littke, Helge - 2018
Persistent link: https://www.econbiz.de/10012018983
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Do gender and personality traits (BFI-10) influence trust? : a replication
Sudzina, František - In: Central European journal of management : CEJM 3 (2016) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10011926788
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Risk-return relationship reinvestigated
Garg, Vidisha; Vasishth, Vibhuti - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 208-215
Persistent link: https://www.econbiz.de/10011420287
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Chief executive officer departures and market uncertainty
Cheung, W. Jane; Jackson, Andrew B. - In: Australian journal of management 38 (2013) 2, pp. 279-310
Persistent link: https://www.econbiz.de/10009786626
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011520321