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1
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
2
Extracting forward-looking information from security prices : a new approach
Weiss, Dan
;
Naik, Prasad A.
;
Tsai, Chih-ling
- In:
The accounting review : a publication of the American …
83
(
2008
)
4
,
pp. 1101-1124
Persistent link: https://www.econbiz.de/10003767086
Saved in:
3
Capital asset pricing model and conditional value at risk
Karapici, Valbona
- In:
Transformation in the light of theory and globalization …
,
(pp. 157-187)
.
2008
Persistent link: https://www.econbiz.de/10003773181
Saved in:
4
Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
Saved in:
5
Tax clienteles and asset pricing
Dybvig, Philip H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 751-762
Persistent link: https://www.econbiz.de/10001047815
Saved in:
6
Stock prices and the real economy : power law versus exponential distributions
Aoki, Masanao
;
Yoshikawa, Hiroshi
- In:
Journal of economic interaction and coordination : JEIC
1
(
2006
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10003350926
Saved in:
7
Common risk factors in bank stocks
Viale, Ariel M.
;
Kolari, James W.
;
Fraser, Donald R.
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 464-472
Persistent link: https://www.econbiz.de/10003807630
Saved in:
8
Asset prices and self-fulfilling macroeconomic pessimism
Velasco, Andrés
;
Neut, Alejandro
- In:
Money, crises, and transition : essays in honor of …
,
(pp. 159-169)
.
2008
Persistent link: https://www.econbiz.de/10003820809
Saved in:
9
Further test on stock liquidity risk with a relative measure
Uddin, Md Hamid
;
Ann, Wong Kie
;
Eng, Soh Siew
- In:
The Indian journal of economics
89
(
2008
)
2
,
pp. 233-247
Persistent link: https://www.econbiz.de/10003823336
Saved in:
10
Trader behavior and its effect on asset price dynamics
Primbs, James A.
;
Rathinam, Muruhan
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003847155
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