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Asset pricing factors and bank CDS spreads

Koutmos, Dimitrios - In: Journal of international financial markets, … 58 (2019), pp. 19-41

Persistent link: https://www.econbiz.de/10012127819

Asset prices and unemployment fluctuations

Kehoe, Patrick J.; Lopez, Pierlauro; Midrigan, Virgiliu; … - 2020

Persistent link: https://www.econbiz.de/10012182810

Executives out-of-the-money : the impact of underwater stock options on voluntary turnover

Dunford, Benjamin B. - 2004

Persistent link: https://www.econbiz.de/10003776828

Essays on labor markets and empirical finance

Room, Tairi - 2004

Persistent link: https://www.econbiz.de/10003383783

The price effect of block trades : evidence from the Tunisian Stock Exchange

Dabbou, Halim; Berrich, Olfa - In: International journal of decision sciences, risk and … 9 (2020) 3, pp. 168-181

Persistent link: https://www.econbiz.de/10012507881

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt; Nordman, Niklas - 2001

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

Persistent link: https://www.econbiz.de/10011398115