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Einführung in die Event Study Methodik
Holler, Jochen - 2016 - 1. Auflage
Persistent link: https://www.econbiz.de/10011434218
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The history of the cross section of stock returns
Linnainmaa, Juhani; Roberts, Michael R. - 2016
Persistent link: https://www.econbiz.de/10011581450
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The history of the cross section of stock returns
Linnainmaa, Juhani; Roberts, Michael R. - 2016
Persistent link: https://www.econbiz.de/10011843943
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The history of the cross-section of stock returns
Linnainmaa, Juhani; Roberts, Michael R. - In: The review of financial studies 31 (2018) 7, pp. 2606-2649
Persistent link: https://www.econbiz.de/10011927146
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Break risk
Smith, Simon C.; Timmermann, Allan - In: The review of financial studies 34 (2021) 4, pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
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Measuring systemic risk : a quantile factor analysis
Sagner, Andrés - 2020
Persistent link: https://www.econbiz.de/10012249503
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Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane; Maillard, Didier - In: The journal of futures markets 36 (2016) 12, pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
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Invisible costs and profitability
Lou, Xiaoxia; Sadka, Ronnie - In: Portfolio construction, measurement, and efficiency : …, (pp. 135-143). 2017
Persistent link: https://www.econbiz.de/10011602947
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Are financial constraints priced? : evidence from textual analysis
Buehlmaier, Matthias M. M.; Whited, Toni Marion - In: The review of financial studies 31 (2018) 7, pp. 2693-2728
Persistent link: https://www.econbiz.de/10011927184
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Stock return asymmetry : beyond skewness
Jiang, Lei; Wu, Ke; Zhou, Guofu; Zhu, Yifeng - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 357-386
Persistent link: https://www.econbiz.de/10012195585