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An overview of returns in Euro...
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1
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1
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Journal of financial economics
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Working paper / National Bureau of Economic Research, Inc.
53
Journal of empirical finance
52
Finance research letters
46
Journal of banking & finance
46
NBER working paper series
45
International review of financial analysis
40
International review of economics & finance : IREF
34
NBER Working Paper
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Applied economics
33
The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Pacific-Basin finance journal
28
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The North American journal of economics and finance : a journal of financial economics studies
25
Applied financial economics
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Economic modelling
23
Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
23
The European journal of finance
20
The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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Journal of econometrics
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Research in international business and finance
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International journal of finance & economics : IJFE
15
CESifo working papers
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
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Applied economics letters
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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ECONIS (ZBW)
3,106
EconStor
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1
The sum of all fears : forecasting
international
returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
3
Behavioral preferences and beliefs in asset pricing
Gertsman, Gleb
-
2023
Persistent link: https://www.econbiz.de/10014285188
Saved in:
4
Three essays on empirical asset pricing
Zhang, Xiaoyan
-
2002
Persistent link: https://www.econbiz.de/10003777584
Saved in:
5
An exact bayes test of asset pricing models with application to
international
markets
Avramov, Doron
;
Chao, John C.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 293-324
Persistent link: https://www.econbiz.de/10003302005
Saved in:
6
Institutional Determinants of
international
equity portfolios - a country-level analysis
Berkel, Barbara
-
2004
Persistent link: https://www.econbiz.de/10002474009
Saved in:
7
Tests of
international
asset pricing model with and without a riskless asset
Chou, Pin-huang
;
Lin, Mei-Chen
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 873-883
Persistent link: https://www.econbiz.de/10001724710
Saved in:
8
Pricing the global industry portfolios
Cavaglia, Stefano M.
;
Hodrick, Robert J.
;
Vadim, Moroz
; …
-
2002
Persistent link: https://www.econbiz.de/10001714926
Saved in:
9
An
international
asset pricing model with time-varying hedging risk
Chang, Jow-ran
;
Hung, Mao-Wei
- In:
Review of quantitative finance and accounting
15
(
2000
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001537840
Saved in:
10
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
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