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Gupta, Rangan
144
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92
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54
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46
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43
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42
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39
Ma, Feng
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Balcilar, Mehmet
30
Döpke, Jörg
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29
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Christian-Albrechts-Universität zu Kiel
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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The European journal of finance
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CESifo working papers
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
Beta
dispersion and portfolio returns
Lahtinen, Kyre Dane
;
Lawrey, Chris M.
;
Hunsader, Kenneth J.
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10011847744
Saved in:
2
The term structure of systematic and idiosyncratic
risk
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
-
2017
We study the term structure of variance (total
risk
), systematic and idiosyncratic
risk
. Consistent with the …
Persistent link: https://www.econbiz.de/10011751173
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Beta
and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
5
Are global systematic
risk
and country-specific idiosyncratic
risk
priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
6
An examination of ex ante
risk
and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
7
Time-varying roles of housing
risk
factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
8
Quantile spectral
beta
: a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
9
Shrinking
beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
10
Constructing inverse factor volatility portfolios: a
risk
-based asset allocation for factor investing
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
International review of financial analysis
68
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
Saved in:
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