Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference71 articles.
1. Aboura S, Arisoy YE (2019) Can tail risk explain size, book-to-market, momentum, and idiosyncratic volatility anomalies? J Bus Finance Account 46(9–10):1263–1298
2. Agarwal V, Ruenzi S, Weigert F (2017) Tail risk in hedge funds: a unique view from portfolio holdings. J Financ Econ 125(3):610–636
3. Allen L, Bali TG, Tang Y (2012) Does systemic risk in the financial sector predict future economic downturns? Rev Financ Studies 25(10):3000–3036
4. Ali A, Gurun UG (2009) Investor sentiment, accruals anomaly, and accruals management. J Account Audit Financ 24(3):415–431
5. Almeida C, Ardison K, Garcia R, Vicente J (2017) Nonparametric tail risk, stock returns, and the macroeconomy. J Financ Econ 15(3):333–376
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献