Narrow search
Showing 1 - 10 of 9,445
Cover Image
Long-Term Stock Returns in Brazil : Volatile Equity Returns for U.S.-Like Investors
Araújo, Eurilton - 2020
are similar in nature. The equity premium has been higher in Brazil than in the U.S., but the much higher Brazilian … volatility discourages heavier investments in stocks …
Persistent link: https://www.econbiz.de/10012831921
Cover Image
Long-term stock returns in Brazil : volatile equity returns for U.S.-like investors
Araujo, Eurilton; Brito, Ricardo D.; Sanvicente, Antonion Z. - 2020 - This version: March 30th, 2020
Persistent link: https://www.econbiz.de/10012243420
Cover Image
Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors
Araujo, Eurilton; Brito, Ricardo D.; Sanvicente, … - 2020
Persistent link: https://www.econbiz.de/10012404296
Cover Image
Low Volatility Asset Valuation in Brazilian Stock Market : Lower Risk with Higher Returns
Boudjoukian França, Luciano; Avelar, Mario; Teles, Pedro - 2023
This work evaluates the behavior of portfolios comprised of Brazilian stocks ranked by their volatility to investigate … the low volatility anomaly.Between January 2003 and December 2021, the low volatility portfolio presented a 6% annual … return above the high volatility portfolio. This result is aligned with the observation made by Blitz and Van Vliet (2007) in …
Persistent link: https://www.econbiz.de/10014349977
Cover Image
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Cover Image
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Cover Image
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Cover Image
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Cover Image
Does idiosyncratic volatility matter in the emerging markets? : Istanbul Stock Exchange evidence
Gökgöz, Fazıl; Altintaş, Ipek - In: Economic research 26 (2013) 3, pp. 133-150
Persistent link: https://www.econbiz.de/10010197022
Cover Image
Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10011554962