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Asset pricing and risk aversion in the Spanish stock market

  • Published:1990-08 Issue:2-3 Volume:14 Page:351-369
  • ISSN:0378-4266
  • Container-title:Journal of Banking & Finance
  • language:en
  • Short-container-title:Journal of Banking & Finance

Author:

Alonso Aurora,Rubio Gonzalo,Tusell Fernando

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Modelos de valoración de activos financieros y aversion al riesgo: Un análisis empirico del mercado espanol de capitales 1965–1984;Alonso,1986

2. The relationship between return and market value of common stock;Banz;Journal of Financial Economics,1981

3. Evidence of a size-effect on the London Stock Exchange;Banz,1985

4. Teoria de carteras eficientes e integration internacional del mercado Espanol de capitales;Berges;Revista Española de Economia,1984

5. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

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1. Option-implied risk aversion estimation;The Journal of Economic Asymmetries;2015-11

2. Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1);Economic Modelling;2007-03

3. Asymmetric covariance in spot-futures markets;Journal of Futures Markets;2003-09-04

4. The performance of Italian equity funds;Journal of Banking & Finance;2002-01

5. ¿Ha Variado en el Tiempo la Remuneración del Riesgo en el Mercado Bursátil Español?;Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad;2002-01
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