Similar Search Results

Delegated trade and the pricing of public and private information

Taylor, Daniel J.; Verrechia, Robert E. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 8-32

Persistent link: https://www.econbiz.de/10011437509

Discussion of delegated trade and the pricing of public and private information

Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109

Persistent link: https://www.econbiz.de/10011437512

A non-linear dynamic model of the variance risk premium

Eraker, Bjørn; Wang, Jiakou - In: Journal of econometrics 187 (2015) 2, pp. 547-556

Persistent link: https://www.econbiz.de/10011499758

Information uncertainties and asset pricing puzzles : risk or mispricing?

Li, Keming; Uddin, Mohammad Riaz; Diltz, J. David - In: Managerial finance 41 (2015) 12, pp. 1280-1297

Persistent link: https://www.econbiz.de/10011504176

The forward- and the equity-premium puzzles : a straightforward test of whether they are two symptoms of the same illness

Costa, Carlos E. da; Issler, João Victor; Matos, Paulo - 2013

Persistent link: https://www.econbiz.de/10011452172

Value premium and implied equity duration in the Japanese stock market

Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121

Persistent link: https://www.econbiz.de/10011475648

Bond risk premia in consumption-based models

Creal, Drew; Wu, Jing Cynthia - 2016

Persistent link: https://www.econbiz.de/10011476470

Implied volatility and the cross section of stock returns in the UK

Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286

Persistent link: https://www.econbiz.de/10012135913

Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?

Maiti, Moinak - In: Future Business Journal 5 (2019) 5, pp. 1-12

The present study focused on one of the important South Asian nations-Sri Lanka-to examine the role of idiosyncratic volatility in asset prices. A four-factor model with idiosyncratic volatility was designed for capturing the market, size, value and idiosyncratic risk yields better than Fama and...

Persistent link: https://www.econbiz.de/10012137461

Market volatility and stock returns : the role of liquidity providers

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34

Persistent link: https://www.econbiz.de/10012001008