Similar Search Results

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

Are the Wall Street analyst rankings popularity contests?

Emery, Douglas R.; Li, Xi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 411-437

Persistent link: https://www.econbiz.de/10003865571

Downside risk

Ang, Andrew; Chen, Joseph; Xing, Yuhang - In: The review of financial studies 19 (2006) 4, pp. 1191-1239

Persistent link: https://www.econbiz.de/10003391755

Is correlation puzzle really puzzling? : reassessing motives of foreign asset holdings by US investors

Inoue, Kenta - In: International journal of finance & economics : IJFE 19 (2014) 2, pp. 160-172

Persistent link: https://www.econbiz.de/10010471960

Understanding defensive equity

Novy-Marx, Robert - 2014

Persistent link: https://www.econbiz.de/10010431331

Cash flow and discount rate risk in up and down markets : what is actually priced?

Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - 2010

We test whether asymmetric preferences for losses versus gains as in Ang, Chen, and Xing (2006) also affect the pricing of cash flow versus discount rate news as in Campbell and Vuolteenaho (2004). We construct a new four-fold beta decomposition, distinguishing cash flow and discount rate betas...