Author:
Zhang Wei,Li Yi,Xiong Xiong,Wang Pengfei
Funder
National Natural Science Foundation of China
Subject
Economics and Econometrics,Finance
Reference59 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Markets,2002
2. Downside risk;Ang;Rev. Financ. Stud.,2006
3. Ante, L., Fiedler, I., Meduna, M., & Steinmetz, F., 2020. Returns from investing in cryptocurrency: evidence from German individual investors. Available at SSRN: https://ssrn.com/abstract=3540876.
4. Currency excess returns and global downside market risk;Atanasov;J. Int. Money Financ.,2014
5. Downside beta and equity returns around the world;Atilgan;J. Portf. Manag.,2018
Cited by
79 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