Similar Search Results

Seasonality in the risk-return relationship : some international evidence

Corhay, Albert; Hawawini, Gabriel A.; Michel, Pierre A. - 1987

Persistent link: https://www.econbiz.de/10011822533

Risk-premia seasonality in US and European equity markets

Corhay, Albert; Hawawini, Gabriel A.; Michel, Pierre A. - 1987

Persistent link: https://www.econbiz.de/10011822537

Expected returns and volatility in European stock markets

Corhay, Albert; Rad, Alireza Tourani - In: International Review of Economics & Finance 3 (1994) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10005234982

Seasonality in the Risk-Return Relationship: Some International Evidence.

Corhay, Albert; Hawawini, Gabriel; Michel, Pierre - In: Journal of Finance 42 (1987) 1, pp. 49-68

The authors report evidence of monthly seasonality in the estimate of the CAPM-based equity risk premium on the NYSE and the London, Paris, and Brussels exchanges. In Belgium and France, the risk premium is positive in January and negative the rest of the year. In the United Kingdom, it is...

Persistent link: https://www.econbiz.de/10005302426

The intervalling effect bias in beta: A note

Corhay, Albert - In: Journal of Banking & Finance 16 (1992) 1, pp. 61-73

Persistent link: https://www.econbiz.de/10005213302

New evidence on beta stationarity and forecast for belgian common stocks

Hawawini, Gabriel A.; Michel, Pierre A.; Corhay, Albert - In: Journal of Banking & Finance 9 (1985) 4, pp. 553-560

Persistent link: https://www.econbiz.de/10005213632

The long run performance of Malaysian initial public offerings (IPO): value and growth effects

Corhay, Albert; Teo, Stanley; Rad, Alireza Tourani - In: Managerial finance 28 (2002) 2, pp. 52-65

Persistent link: https://www.econbiz.de/10006559693

Expected Returns and Volatility in European Stock Markets

Corhay, Albert; Tourani Rad, Alireza - In: International review of economics & finance : IREF 3 (1994) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10007710875

Predicting default probability and the default recovery ratio : evidence from the Lebanese external public debt

El Khoury, Ghada; Colmant, Bruno; Corhay, Albert - In: Banks and bank systems : international research journal 4 (2009) 2, pp. 80-97

Persistent link: https://www.econbiz.de/10009912784

International acquisitions and shareholder wealth Evidence from the Netherlands

Corhay, Albert; Rad, Alireza Tourani - In: International review of financial analysis 9 (2000) 2, pp. 163-174

Persistent link: https://www.econbiz.de/10007176561