Bond fund performance during recessions and expansions : empirical evidence from a small market
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2017 |
Leite, Paulo |
Analyzing equilibrium in incomplete markets with model uncertainty
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2017 |
Yoshikawa, Daisuke |
Specification error, estimation risk, and conditional portfolio rules
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2017 |
Carlson, Murray |
Corporate hedging and the high idiosyncratic volatility low return puzzle
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2017 |
Chng, Michael T. |
The validity of investor sentiment proxies
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2017 |
Chan, Felix |
The price of being a Systemically Important Financial Institution (SIFI)
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2017 |
Dacorogna, Michel M. |
Pitfalls of downside performance measures with arbitrary targets
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2017 |
Hoechner, Benedikt |
The analysis of 52‐week high investing strategy based on herding behavior
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2017 |
Chang, Chiao-yi |
National culture and default on mortgages
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2017 |
Tajaddini, Reza |
Extreme dependence under uncertainty : an application to stock, currency and oil markets
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2017 |
Bekiros, Stelios |
Asset pricing model uncertainty : a tradeoff between bias and variance
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2017 |
Zhou, Qing |
The value added by trading based on valuation criteria
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2017 |
Andreu, Laura |
"Brexit" : a case study in the relationship between political and financial market uncertainty
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2017 |
Smales, Lee A. |
Environmental, social, and governance (ESG) profiles, stock returns, and financial policy : Australian evidence
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2017 |
Limkriangkrai, Manapon |
A multivariate stochastic volatility model applied to a panel of S&P500 stocks in different industries
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2017 |
Öztürk, Serda S. |
High‐frequency positive feedback trading and market quality : evidence from China's stock market
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2017 |
Wan, Die |
Market risk disclosures and board gender diversity in Gulf Cooperation Council (GCC) firms
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2017 |
Al-Yahyaee, Khamis Hamed |
Model uncertainty effect on asset prices
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2017 |
Jiang, Junya |
Exchange traded funds and stock market volatility
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2017 |
Xu, Liao |
Asymmetric relationship between investors' sentiment and stock returns : evidence from a quantile non‐causality test
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2017 |
Li, Haiqi |