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A Sustainable Capital Asset Pricing Model (S-CAPM) : evidence from environmental integration and sin stock exclusion
Zerbib, Olivier David - In: Review of finance : journal of the European Finance … 26 (2022) 6, pp. 1345-1388
Persistent link: https://www.econbiz.de/10013543063
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Asset prices in dynamic production economies with time-varying risk
Naik, Vasanttilak - In: The review of financial studies 7 (1994) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001174797
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Consumption, savings, and insurance with incomplete markets
Harenberg, Daniel - 2012
Persistent link: https://www.econbiz.de/10009557905
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A reappraisal of asset pricing theory and finance practice : the impacts of sustainability-related market expectations
Jacob, Andrea - 2021
Persistent link: https://www.econbiz.de/10012818197
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Universal banking, asymmetric information and the stock market
Banerji, Sanjay; Basu, Parantap - In: Economic modelling 60 (2017), pp. 180-193
Persistent link: https://www.econbiz.de/10011734195
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Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali; Urga, Giovanni; Yao, Wenying - 2017
Persistent link: https://www.econbiz.de/10012806610
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Insider Trading and Response to Earnings Announcements : The Impact of Accelerated Disclosure Requirements
Tartaroglu, Semih - 2017
This paper contributes to the debate on the consequences of increased disclosure regulation by investigating the effects of expedited reporting requirements of Form 4 filings, mandated by the Sarbanes-Oxley Act (SOX), on the market response to earnings announcements. We first confirm that SOX...
Persistent link: https://www.econbiz.de/10012972742
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Variation of wrong-way risk management and its impact on security price changes
Adachi, Tetsuya; Uchida, Yoshihiko - 2015
Persistent link: https://www.econbiz.de/10011375975
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Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?
Maiti, Moinak - In: Future Business Journal 5 (2019) 5, pp. 1-12
and idiosyncratic risk yields better than Fama and French's (J Financ Econ 33:3-56, 1993) three-factor model and … is a high importance for idiosyncratic volatility risk factor while considering investment decision in Colombo stock … exchange. Hence, investor should compensate for holding such risk factors in the portfolio. …
Persistent link: https://www.econbiz.de/10012137461
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248