Author:
LU ZHONGJIN,QIN ZHONGLING
Subject
Economics and Econometrics,Finance,Accounting
Reference49 articles.
1. Adrian Tobias NinaBoyarchenko andHyun SongShin 2015 The cyclicality of leverage Working Paper International Monetary Fund Federal Reserve Bank of New York and the Bank for International Settlements.
2. Financial Intermediaries and the Cross-Section of Asset Returns
3. Procyclical Leverage and Value-at-Risk
4. Illiquidity and stock returns: cross-section and time-series effects
5. Hedge fund leverage
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