Similar Search Results

Merella, Vincenzo; Satchell, Stephen - 2022

Recent macro-finance contributions explain a great deal of unconditional asset pricing by introducing persistent consumption risks and rare disasters. Only the volatility puzzles remain unresolved among the longer-established issues in this literature. Motivated by empirical finance...

Persistent link: https://www.econbiz.de/10013307441

Partial moment momentum

Gao, Yang; Leung, Henry; Satchell, Stephen - In: Journal of banking & finance 135 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013401726

By force of confidence

Merella, Vincenzo; Satchell, Stephen - In: European economic review : EER 150 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013474046

The hazards of doing a PhD : an analysis of completion and withdrawal rates of British PhDs in the 1980s

Booth, Alison L. - 1991

Persistent link: https://www.econbiz.de/10013452622

Quantifying the non-Gaussian gain

Allen, David; Satchell, Stephen; Lizieri, Colin - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014511571

By force of confidence

Merella, Vincenzo; Satchell, Stephen - 2020

Persistent link: https://www.econbiz.de/10014533522

Efficiency dynamics across segmented Bitcoin markets : evidence from a decomposition strategy

Duan, Kun; Gao, Yang; Mishra, Tapas; Satchell, Stephen - In: Journal of international financial markets, … 83 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014306399

The Leland model as a consistent framework for analytic valuation of equity and options on equity

Kwon, Oh Kang; Grant, Andrew; Satchell, Stephen - In: The journal of derivatives : JOD 30 (2023) 4, pp. 28-45

Persistent link: https://www.econbiz.de/10014306862

Estimation with errors in variables via the characteristic function

Malloch, H.; Philip, R.; Satchell, Stephen - In: Journal of financial econometrics 21 (2023) 3, pp. 616-650

Persistent link: https://www.econbiz.de/10014314766

Conviction, diversification or something else : constructing optimal portfolios with additional attributes

Ahmed, Muhammad Farid; Satchell, Stephen - In: Studies in economics and finance 41 (2024) 4, pp. 923-938

Persistent link: https://www.econbiz.de/10015050109

A service of the

zbw