Narrow search
Showing 1 - 10 of 274,762
Cover Image
Luxury goods and the equity premium
Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004
Persistent link: https://www.econbiz.de/10002504180
Cover Image
Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
Cover Image
Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Cover Image
Are investors' attention and uncertainty aversion the risk factors for stock markets? : international evidence from the COVID-19 crisis
Shear, Falik; Ashraf, Badar Nadeem; Sadaqat, Mohsin - In: Risks : open access journal 9 (2021) 1/2, pp. 1-15
In this paper, we examine the impact of investors' attention to COVID-19 on stock market returns and the moderating effect of national culture on this relationship. Using daily data from 34 countries over the period 23 January to 12 June 2020, and measuring investors' attention with the Google...
Persistent link: https://www.econbiz.de/10012422883
Cover Image
Does liquidity drive stock market returns? : the role of investor risk aversion
Zhang, Qingjing; Choudhry, Taufiq; Kuo, Jing-Ming; Liu, … - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 929-958
Persistent link: https://www.econbiz.de/10012620025
Cover Image
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin; Byun, Suk Joon - In: International review of economics & finance : IREF 76 (2021), pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Cover Image
Risk aversion and risk loving in the small : a decomposition of the multivariate risk premium
Ercolani, Marco G. - In: Bulletin of economic research 56 (2004) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001893249
Cover Image
Monetary policy, risk aversion and uncertainty in an international context
Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266
Persistent link: https://www.econbiz.de/10012591011
Cover Image
Another look at the equity risk premium puzzle
Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501
Persistent link: https://www.econbiz.de/10011392268
Cover Image
Risk-free yields, risk aversion, and volatility
Azar, Samih Antoine - In: International journal of economics and financial issues … 7 (2017) 3, pp. 105-112
Persistent link: https://www.econbiz.de/10011811059