Event studies in international finance research. [PDF]
J Int Bus Stud, 2023 El Ghoul S, Guedhami O, Mansi SA, Sy O.
europepmc +1 more source
Minimum-variance kernels, economic risk premia, and tests of multi-beta models [PDF]
This paper uses minimum-variance (MV) admissible kernels to estimate risk premia associated with economic risk variables and to test multi-beta models.
Cesare Robotti, Pierluigi Balduzzi
core
The value of coskewness in evaluating mutual funds [PDF]
Recent asset pricing studies demonstrate the relevance of incorporating the coskewness in Asset Pricing Models, and illustrate how this component helps to explain the time variation of ex-ante market risk premiums.
David Moreno, Rosa Rodriguez
core
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. [PDF]
Financ Innov, 2023 Mensi W, Maitra D, Selmi R, Vo XV.
europepmc +1 more source
Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts [PDF]
The paper tests a conditional multivariate International Capital Asset Pricing Model for US, Japanese and European stocks and government bonds, covering the period 1993-2001.
Tom A. FEARNLEY
core
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source
Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country. [PDF]
SN Bus Econ, 2022 Khoo WC, Yeah KL, Hong SY.
europepmc +1 more source
Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns [PDF]
This paper decomposes the overall market (CAPM) risk into parts re.ecting uncertainty related to the long-run dynamics of portfolio-speci.c and market cash .ows and discount rates.
Ekaterini Panopoulou +2 more
core
Genome-wide association study identifies novel variants in olfactory, vitamin A, vitamin B, and cadherin pathways associated with learning and memory. [PDF]
Sci RepHopkins LN +10 more
europepmc +1 more source
A fuzzy multifactor asset pricing model. [PDF]
Ann Oper Res, 2022 Mbairadjim Moussa A, Sadefo Kamdem J.
europepmc +1 more source