Risk premia in Pacific-Basin capital markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Risk premia in Pacific-Basin capital markets

Published:1993-09 Issue:3 Volume:1 Page:235-261
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Brown Stephen J.,Otsuki Toshiyuki

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. The number of factors in security returns;Brown;Journal of Finance,1989

2. Nonlinear systems-estimation: Asset pricing model application;Brown,1993

3. Macroeconomic factors and the Japanese equity markets: The CAPMD project;Brown,1990

4. A new approach to testing asset pricing models: The bilinear paradigm;Brown;Journal of Finance,1983

5. US money supply announcements and Pacific-Basin stock market returns: Evidence and implications;Bailey;Journal of International Money and Finance,1990

Cited by 34 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. Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies;African Journal of Economic and Management Studies;2024-08-02

2. How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?;International Review of Economics & Finance;2023-03

3. The pricing of sentiment risk in European stock markets;The European Journal of Finance;2018-09-19

4. Global risk factors in the returns of listed private equity;Studies in Economics and Finance;2018-06-04

5. The world price of sentiment risk;Global Finance Journal;2017-02

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