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Essays in financial economics

Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

Excess returns and the distinguished player paradox

Blonski, Matthias (contributor); … - 2008

Suppose the value of a firm is endogenously determined by a manager's costly effort. We call this manager a distinguished player if he also can trade shares of the firm on a market. Arbitrage-free asset pricing theory suggests that the equilibrium market price reflects the value increasing...

Persistent link: https://www.econbiz.de/10003776197

How common are common return factors across the NYSE and Nasdaq?

Goyal, Amit; Pérignon, Christophe; Villa, Christophe - In: Journal of financial economics 90 (2008) 3, pp. 252-271

Persistent link: https://www.econbiz.de/10003833349

Relationship of economic and financial variables with behavior of stock returns

Ihsan, Hajra; Ahmad, Eatzaz; Ihsan ul Haq, Muhammad; … - In: Journal of economic cooperation among Islamic countries 28 (2007) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10003476862

Arbitrage and the evaluation of linear factor models in UK stock returns

Fletcher, Jonathan - In: The financial review : the official publication of the … 45 (2010) 2, pp. 449-468

Persistent link: https://www.econbiz.de/10003974102

The performance of asset pricing models before, during, and after an emerging market financial crisis: evidence from Indonesia

Febrian, Erie; Herwany, Aldrin - In: The international journal of business and finance … 4 (2010) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10003955693

The affine arbitrage-free class of Nelson-Siegel term structure models

Christensen, Jens H. E. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003586276

The affine arbitrage-free class of Nelson-Siegel term structure models

Christensen, Jens H. E.; Diebold, Francis X.; … - 2007

Persistent link: https://www.econbiz.de/10003604248

The cointegration of stock prices and economic factors

Supanvanij, Janikan - In: Journal of international business and economics : JIBE 9 (2009) 3, pp. 179-186

Persistent link: https://www.econbiz.de/10003927577

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

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