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HACking at non-linearity : evidence from stocks and bonds

Bianchi, Robert J. (contributor); Clements, Adam (contributor) - 2009

Persistent link: https://www.econbiz.de/10003799348

Bianchi, Robert J. - 2015

The equity risk premium (ERP) remains one of the most hotly contested ideas in finance. The disagreement, in practical and theoretical terms, centres on how best to measure the risk of an investment, how to convert this risk measure into an expected return that compensates the investor for...

Persistent link: https://www.econbiz.de/10013011461

The predictive performance of asset pricing models : evidence from the Australian Securities Exchange

Bianchi, Robert; Drew, Michael E.; Whittaker, Timothy - In: Review of Pacific Basin financial markets and policies 19 (2016) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011644612

The predictability of risk-factor returns

Bianchi, Robert; Drew, Michael E.; Pappas, Scott N. - In: Factor investing : from traditional to alternative risk …, (pp. 99-126). 2017

Persistent link: https://www.econbiz.de/10011795474

Commodities momentum : a behavioral perspective

Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 72 (2016), pp. 133-150

Persistent link: https://www.econbiz.de/10011635502

The pre-holiday effect in China : abnormal returns or compensation for risk?

Tian, Yuan; Gupta, Rakesh; Bianchi, Robert J. - In: Review of Pacific Basin financial markets and policies 18 (2015) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011383032

Long-run reversal in commodity returns : insights from seven centuries of evidence

Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10013256444

Financialization and de-financialization of commodity futures: a quantile regression approach

Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012300938

Interest rate changes and the cross-section of global equity returns

Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014249731

Small firm effect, liquidity and security returns : Australian evidence

Drew, Michael E.; Marsden, Alastair; Veeraraghavan, Madhu - In: Journal of emerging market finance 5 (2006) 2, pp. 135-149

Persistent link: https://www.econbiz.de/10003390740