Asymmetric risk premium in value and growth stocks-Reference-Cited by-同舟云学术

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Asymmetric risk premium in value and growth stocks

Published:2006-01 Issue:3 Volume:15 Page:237-246
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Black Angela J.,McMillan David G.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. ARCH models: Properties, estimation and testing;Bera;Journal of Economic Surveys,1993

2. Studies in stock price volatility changes;Black,1976

3. Noise;Black;Journal of Finance,1986

4. Generalised autoregressive heteroscedasticity;Bollerslev;Journal of Econometrics,1986

5. ARCH modelling in finance;Bollerslev;Journal of Econometrics,1992

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3. What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures;Journal of Financial Stability;2021-06

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