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Liquidity and asset pricing under the three-moment CAPM paradigm
Nguyen, Duong; Mishra, Suchismita; Prakash, Arun J.; … - In: The journal of financial research 30 (2007) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10003536985
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LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM
Nguyen, Duong; Mishra, Suchismita; Prakash, Arun; … - In: Journal of Financial Research 30 (2007) 3, pp. 379-398
We examine whether the use of the three-moment capital asset pricing model can account for liquidity risk. We also make a comparative analysis of a four-factor model based on Fama-French and Pástor-Stambaugh factors versus a model based solely on stock characteristics. Our findings suggest that...
Persistent link: https://www.econbiz.de/10005261630
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Skewness preference, value and size effects
Mishra, Suchismita; DeFusco, Richard A.; Prakash, Arun J. - In: Applied financial economics 18 (2008) 4/6, pp. 379-386
Persistent link: https://www.econbiz.de/10003739120
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Skewness preference and the measurement of abnormal returns
Mishra, Suchismita; Prakash, Arun J.; Karels, Gordon V.; … - In: Applied economics 39 (2007) 4/6, pp. 739-757
Persistent link: https://www.econbiz.de/10003462025
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With one shot, which bullet would you use? : market versus accounting data in bankruptcy prediction ; part 1 (the univariate case)
Fernandez, Giovanni; Prakash, Arun J.; Mishra, Suchismita - In: The international journal of finance 26 (2014) 2, pp. 179-213
Persistent link: https://www.econbiz.de/10011378765
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With one shot, which bullet would you use? : market versus accounting data in bankruptcy prediction ; part II ; (a strong case of using nonparametric MDA in bankruptcy prediction)
Fernandez, Giovanni; Prakash, Arun J.; Mishra, Suchismita - In: The international journal of finance 26 (2014) 3, pp. 275-308
Persistent link: https://www.econbiz.de/10011378768
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Bank mergers and components of risk : an evaluation
Mishra, Suchismita; Prakash, Arun J.; Karels, Gordon V.; … - In: Journal of economics and finance 29 (2005) 1, pp. 85-96
Persistent link: https://www.econbiz.de/10003022950
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With one shot, which bullet would you use? : market versus accounting data in bankruptcy prediction : part III (the strong case of the use of neural networks in bankruptcy predicti...
Fernandez, Giovanni; Prakash, Arun J.; Mishra, Suchismita - In: The international journal of finance 26 (2014) 4, pp. 415-483
Persistent link: https://www.econbiz.de/10011634216
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Skewness preference, value and size effects
Mishra, Suchismita; Defusco, Richard; Prakash, Arun - In: Applied financial economics 18 (2008) 5, pp. 379-386
Persistent link: https://www.econbiz.de/10007994270
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Skewness preference, value and size effects
Mishra, Suchismita; Defusco, Richard; Prakash, Arun - In: Applied financial economics 18 (2008) 4-6, pp. 379-386
Persistent link: https://www.econbiz.de/10008043184