Conditional portfolio allocation does aggregate market liquidity matter?

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of empirical finance
1. Verfasser: Bazgour, Tarik (VerfasserIn)
Weitere Verfasser: Heuchenne, Cedric (VerfasserIn), Sougné, Danielle (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: January 2016
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Out-of-sample equity premium prediction : the role of option-implied constraints 2023 Wang, Yunqi
Using covariates to improve the efficacy of univariate bubble detection methods 2023 Astill, Sam
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach 2023 Li, Leon
The value of risk-taking in mergers : role of ownership and country legal institutions 2023 Boubakri, Narjess
A global monetary policy factor in sovereign bond yields 2023 Malliaropulos, Dimitris
Stock return predictability and cyclical movements in valuation ratios 2023 Yu, Deshui
Time series momentum and reversal : intraday information from realized semivariance 2023 Liu, Zhenya
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures 2023 Cheng, Hung-Wen
Real-estate agent commission structure and sales performance 2023 Gautier, Pieter
Price convergence between credit default swap and put option : new evidence 2023 Chan, Ka Kei
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks 2023 Dodd, Olga
Policy risk and insider trading 2023 Akbulut, Mehmet E.
Geographic diversification and corporate cash holdings 2023 Hong, Liu
Allocation of attention and the delayed reaction of stock returns to liquidity shock : global evidence 2023 Lee, Kuan-Hui
The role of bad-news coverage and media environments in crash risk around the world 2023 Liu, Qigui
Disseminating information across connected firms : analyst site visits can help 2023 Cao, Zhengyu
Advisory firm paths to side-by-side management and mutual fund performance 2023 Bae, Jongwan
Technology spillover, corporate investment, and stock returns 2023 Hsu, Yen-Ju
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach 2023 Nguyen, Hoang
Intraday VaR : a copula-based approach 2023 Wang, Keli
Alle Artikel auflisten