Water exchange traded funds: A study on idiosyncratic risk using Markov switching analysis-Reference-Cited by-同舟云学术

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Water exchange traded funds: A study on idiosyncratic risk using Markov switching analysis

Published:2016-01-28 Issue:1 Volume:4 Page:1139437
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Tularam Gurudeo Anand¹²,Reza Rajibur²³^ORCID

Affiliation:

1. Mathematics and Statistics, Griffith Sciences [ENV], Griffith University, Nathan, Queensland 4111, Australia

2. Environmental Futures Research Institute, Griffith University, Nathan, Queensland 4111, Australia

3. Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, Nathan, Queensland 4111, Australia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.cogentoa.com/article/10.1080/23322039.2016.1139437.pdf

Reference58 articles.

1. THE ROLE OF RISK IN EXPLAINING DIFFERENCES IN PROFITABILITY.

2. Idiosyncratic risk matters! A regime switching approach

3. International Journal of Finance & Economics

4. Idiosyncratic Volatility and the Cross Section of Expected Returns

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3. Investments in the Asian water sector: an analysis based on the DCC-GARCH model;Humanities and Social Sciences Communications;2022-12-16

4. Financial Investments in the Global Water Market;Finance for Sustainability in a Turbulent Economy;2022-06-24

5. A review of global research on private investment in the water sector;Utilities Policy;2021-10

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