Narrow search
Showing 81 - 90 of 217,367
Cover Image
Do Dow stocks offer a value premium?
Jeong, Jin-gil; Lee, Youngho; Mukherji, Sandip - In: The journal of wealth management 12 (2009/10) 3, pp. 95-103
Persistent link: https://www.econbiz.de/10003911499
Cover Image
The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
Cover Image
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
Cover Image
Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj; Prat, Georges - 2015
Persistent link: https://www.econbiz.de/10011300871
Cover Image
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John; O'Sullivan, Niall; Rossia, Francesco - In: International review of financial analysis 37 (2015), pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
Cover Image
Jump-diffusion long-run risks models, variance risk premium and volatility dynamics
Jin, Jianjian - 2013
This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of riskneutral and realized...
Persistent link: https://www.econbiz.de/10009734341
Cover Image
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Cover Image
Studying liquidity premium pricing, size, value and risk of market in Tehran stock exchange
Asl, Hassan Ghalibaf; Karimi, Mehdi; Eghbali, Elham - In: International journal of economics and finance 4 (2012) 9, pp. 164-174
Persistent link: https://www.econbiz.de/10009624511
Cover Image
Illiquidity and asset pricing in the Chinese stock market
Wang, Maobin; Kong, Dongmin - In: China finance review international 1 (2011) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10009625753
Cover Image
Risk premium and convexity premium in the stock return
Park, Keehwan; Choi, Pilsun; Kim, Saekwon - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 739-764
Persistent link: https://www.econbiz.de/10009705200