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Are frontier markets worth the risk?
Uludag, B. K.; Ezzat, H. - In: Handbook of frontier markets : evidence from Mittle …, (pp. 67-80). 2016
Persistent link: https://www.econbiz.de/10011549434
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Univariate GARCH model generated volatility skews for the CIVETS stock indices
Labuschagne, Coenraad C. A.; Oberholzer, Niel; Venter, … - In: Advances in applied economic research : proceedings of …, (pp. 333-347). 2017
Persistent link: https://www.econbiz.de/10011744293
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The theory of risk, return, and performance measurement
Guerard, John Baynard - In: Portfolio construction, measurement, and efficiency : …, (pp. 1-38). 2017
Persistent link: https://www.econbiz.de/10011602856
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Invisible costs and profitability
Lou, Xiaoxia; Sadka, Ronnie - In: Portfolio construction, measurement, and efficiency : …, (pp. 135-143). 2017
Persistent link: https://www.econbiz.de/10011602947
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The duality of value and mean reversion
Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017
Persistent link: https://www.econbiz.de/10011602959
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The real versus the financial economy: a global tale of stability versus volatility
Mundt, Philipp - In: A statistical equilibrium perspective on corporate …, (pp. 35-56). 2017
Persistent link: https://www.econbiz.de/10011710559
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The challenges of ETFs and their underlying constituents
Wallace, Damien; McIver, Ron; Ramiah, Vikash - In: Financial management : methods, outcomes and challenges, (pp. 91-112). 2017
Persistent link: https://www.econbiz.de/10011711876
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Investor attention: what does it measure, really?
Bucher, Melk - In: Essays in asset pricing, (pp. 90-122). 2018
My second, related, paper further hones in on the underlying channel of the discovered cross-sectional investor attention-performance patterns. The paper further relates the tradable attention portfolio to 11 prominent anomalies and finds that the short leg is related to 7 of them. Part of the...
Persistent link: https://www.econbiz.de/10011906887
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A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014
Persistent link: https://www.econbiz.de/10010480408
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Carbon emissions trading : what it means for individual investors
Martinez, Valeria - In: International financial markets, (pp. 165-178). 2013
Persistent link: https://www.econbiz.de/10010204754