Narrow search
Showing 1 - 10 of 193
Cover Image
Up to standard? : market positioning and performance of Hong Kong films, 1975 - 1997
Tang, Yi; Wezel, Filippo Carlo - In: Journal of business venturing 30 (2015) 3, pp. 452-466
Persistent link: https://www.econbiz.de/10010518624
Cover Image
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.; Mo, Hengyong; Tang, Yi - In: Journal of banking & finance 32 (2008) 2, pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Cover Image
The conditional beta and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Cover Image
Bank delays in the resolution of delinquent mortgages : the problem of limbo loans
Allen, Linda; Peristiani, Stavros C.; Tang, Yi - In: The journal of real estate research 37 (2015) 1, pp. 65-115
Persistent link: https://www.econbiz.de/10011287657
Cover Image
The role of banks in dividend policy
Allen, Linda; Gottesman, Aron A.; Saunders, Anthony; … - In: Financial management 41 (2012) 3, pp. 591-613
Persistent link: https://www.econbiz.de/10009658304
Cover Image
Does systemic risk in the financial sector predict future economic downturns?
Allen, Linda; Bali, Turan G.; Tang, Yi - In: The review of financial studies 25 (2012) 10, pp. 3000-3036
Persistent link: https://www.econbiz.de/10009630178
Cover Image
Dynamic conditional beta is alive and well in the cross-section of daily stock returns
Bali, Turan G.; Engle, Robert F.; Tang, Yi - 2013 - This draft: October 8, 2012
This paper investigates the significance of dynamic conditional beta in predicting the cross-sectional variation in expected stock returns. The results indicate that the time-varying conditional beta is alive and well in the cross-section of daily stock returns. Portfolio-level analyses and...
Persistent link: https://www.econbiz.de/10009710605
Cover Image
Time-varying sharpe ratios and market timing
Tang, Yi; Whitelaw, Robert F. - In: The quarterly journal of finance 1 (2011) 3, pp. 465-493
Persistent link: https://www.econbiz.de/10009419267
Cover Image
Liquidity shocks and stock market reactions
Bali, Turan G.; Peng, Lin; Shen, Yannan; Tang, Yi - In: The review of financial studies 27 (2014) 5, pp. 1434-1485
Persistent link: https://www.econbiz.de/10010370791