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Monotonicity of asset price toward higher changes in risk

Jokung Nguena, Octave - In: Economics letters 118 (2013) 1, pp. 195-198

Persistent link: https://www.econbiz.de/10009706819

Change in Bivariate Risk and Asset Prices

Jokung, Octave - 2011

This paper analyzes the effect on the price of the risky asset of both global and marginal changes in dependent or independent exogenous and endogenous risks. Global changes induce riskier behavior and decrease market price when the utility function exhibits generalized relative risk aversions...

Persistent link: https://www.econbiz.de/10013120156

Asset prices and changes in risk within a bivariate model

Jokung Nguena, Octave; Mitra, Sovan - In: Asia-Pacific financial markets 26 (2019) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10012308006

Market valuation of technology stocks before and after the crash

Clark, Ephraim; Zenaidi, Amel; Baccar, Sélima - In: International journal of business 12 (2007) 2, pp. 209-217

Persistent link: https://www.econbiz.de/10003463401

Asymmetric foreign currency exposures and derivatives use : evidence from France

Clark, Ephraim; Mefteh, Salma - In: Journal of international financial management and accounting 22 (2011) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10008826749

The prudential effect of strategic institutional ownership on stock performance

Belghitar, Yacine; Clark, Ephraim; Kassimatis, Konstantinos - In: International review of financial analysis 20 (2011) 4, pp. 191-199

Persistent link: https://www.econbiz.de/10009295716

Controlling the risk : a case study of the Indian liquidity crisis 1990 - 92

Clark, Ephraim; Lakshmi, Geeta - In: Journal of international development : the journal of … 15 (2003) 3, pp. 285-298

Persistent link: https://www.econbiz.de/10001749245

The market reaction to reported country risk in India

Lakshmi, Geeta; Clark, Ephraim - In: Economics of transition : theory, experiences and EU …, (pp. 285-308). 2001

Persistent link: https://www.econbiz.de/10001672214

The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit

Belghitar, Yacine; Clark, Ephraim; Dropsy, Vincent; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 399-410

Persistent link: https://www.econbiz.de/10012655510

Exploiting stochastic dominance to generate abnormal stock returns

Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of financial markets 20 (2014), pp. 20-38

Persistent link: https://www.econbiz.de/10010442398