Similar Search Results - EconBiz

Leverage, default risk, and the cross-section of equity and firm returns

Hood, Frederick M. - In: Modern economy 7 (2016) 14, pp. 1610-1639

Persistent link: https://www.econbiz.de/10011647971

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

Liquidity risk and yield spreads of green bonds

Wulandari, Febi; Schäfer, Dorothea; Stephan, Andreas; … - 2018

This study analyses how liquidity risk affects bonds' yield spreads after controlling for credit risk, bond-speciﬁc characteristics and macroeconomic variables. Using two liquidity estimates, LOT liquidity and the bid-ask spread, we ﬁnd that, in particular, the LOT liquidity measure has...

Persistent link: https://www.econbiz.de/10011810163

Can a dynamic correlation factor improve the pricing of industry portfolios?

Božović, Miloš - In: Finance research letters 53 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014472399

Bond market response to the collapse of prominent investment banks

Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

Persistent link: https://www.econbiz.de/10010197661

The betting against beta anomaly : fact or fiction?

Buchner, Axel; Wagner, Niklas F. - In: Finance research letters 16 (2016), pp. 283-289

Persistent link: https://www.econbiz.de/10011656225

Risk return analysis of equity stocks : a study of selected Indian IT companies

Bantwa, Ashok; Ansari, Faizan Ulhaqq - In: Mudra : journal of finance and accounting 6 (2019) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10012139449

Blind to carbon risk? : an analysis of stock market reaction to the Paris Agreement

Monasterolo, Irene; De Angelis, Luca - In: Ecological economics : the transdisciplinary journal of … 170 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012198071

The CAPM, national stock market betas, and macroeconomic covariates : a global analysis

Curran, Michael; Velic, Adnan - In: Open economies review 31 (2020) 4, pp. 787-820

Persistent link: https://www.econbiz.de/10012302138

The CAPM, national stock market betas, and macroeconomic covariates : a global analysis

Curran, Michael; Velic, Adnan - 2018

Persistent link: https://www.econbiz.de/10011898916

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