Identifying Risk-based Factors-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Identifying Risk-based Factors

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Charoenrook Anchada,Conrad Jennifer S.

Publisher

Elsevier BV

Reference28 articles.

1. Illiquidity and stock returns cross-section and time series effects;Yakov Amihud;Journal of Financial Markets,2002

2. Studies of Stock Price Volatility Changes;F Black;Proceedings of the 1976 Meeting of American Statistical Association,1976

3. Stock returns and the term structure;John Y Campbell;Journal of Financial Economics,1987

4. Intertemporal asset pricing without consumption data;John Y Campbell;American economic review,1993

5. No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns;John Y Campbell;Journal of Financial Economics,1992

Cited by 12 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

1. Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul;Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics;2021

2. Identifying Portfolio-Based Risk Factors in Foreign Exchange Markets;SSRN Electronic Journal;2018

3. The Risk-Return Tradeoff Among Equity Factors;SSRN Electronic Journal;2017

4. The Risk-Return Tradeoff Among Equity Factors;SSRN Electronic Journal;2017

5. Managing the Risk of the 'Betting-Against-Beta' Anomaly: Does It Pay to Bet Against Beta?;SSRN Electronic Journal;2016

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP