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Essays on international finance and empirical asset pricing

Maletic, Matjaz - 2020

Persistent link: https://www.econbiz.de/10012144841

Essays in empirical asset pricing and international finance

Niu, Zilong - 2020

Persistent link: https://www.econbiz.de/10012172860

The book-to-market anomaly in the Chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011376181

The conditional relation between Fama-French betas and return

Koch, Stefan; Westheide, Christian - In: Schmalenbach business review : sbr 65 (2013) 4, pp. 334-358

Persistent link: https://www.econbiz.de/10010196962

Empirical asset pricing with multi-period disaster risk : a simulation-based approach

Sönksen, Jantje; Grammig, Joachim - In: Journal of econometrics 222 (2021) 1,3, pp. 805-832

Persistent link: https://www.econbiz.de/10012619790

Adaptive expectations and commodity risk premiums

Bianchi, Daniele - In: Journal of economic dynamics & control 124 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012666934

A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias

Collot, Solène; Hemauer, Tobias - In: Financial markets and portfolio management 35 (2021) 1, pp. 77-100

Persistent link: https://www.econbiz.de/10012495901

The book-to-market anomaly in the chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

This paper examines the existence of value premium in the Chinese stock markets and empirically provides its explanation. Our results suggest that the value premium does exist in the Chinese markets, and investor sophistication is significant in explaining its existence. In particular, there is...

Persistent link: https://www.econbiz.de/10011572869

Essays on empirical asset pricing

Verbeek, Roy - 2017

Persistent link: https://www.econbiz.de/10011863839

Asset pricing and extreme event risk : common factors in ILS fund returns

Braun, Alexander; Ben Ammar, Semir; Eling, Martin - In: Journal of banking & finance 102 (2019), pp. 59-78

Persistent link: https://www.econbiz.de/10012162727

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