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Risk premia and the ex-dividend stock price behavior : empirical evidence
Fedenia, Mark - In: Journal of banking & finance 17 (1993) 4, pp. 575-589
Persistent link: https://www.econbiz.de/10001147151
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Economic uncertainty, oil prices, hedging and US stock returns of the airline industry
Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822072
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Do green bonds act as a hedge or a safe haven against economic policy uncertainty? : evidence from the USA and China
Ul Haq, Inzamam; Chupradit, Supat; Huo, Chunhui - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-18
policy risk management. In this context, this study examines the dynamic association among economic policy uncertainty, green … properties against EPUs. This study contributes to the hedging and safe haven literature with some new insight considering the … portfolio diversification theory. These findings pave the way for not only US investors to hedge long-term economic policy risk …
Persistent link: https://www.econbiz.de/10012607545
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Does local economic uncertainty matter for risk of property companies? : evidence from US REITs
Song, Jeongseop - In: International journal of strategic property management 27 (2023) 2, pp. 105-119
Persistent link: https://www.econbiz.de/10014287646
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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The pricing of permanent and transitory volatility : latent variable models and composite garch
Hertog, René G. J. den - 1993
Persistent link: https://www.econbiz.de/10000893745
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754
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Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo; Schipp, Bernhard - In: Statistical inference, econometric analysis and matrix …, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003781013
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - 2006
Persistent link: https://www.econbiz.de/10003284970