Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns-Reference-Cited by-同舟云学术

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns

Published:2019-10-07 Issue:1 Volume:56 Page:179-198
ISSN:0732-8516
Container-title:Financial Review
language:en
Short-container-title:Financial Review

Author:

Högholm Kenneth¹,Knif Johan¹,Koutmos Gregory²,Pynnönen Seppo³

Affiliation:

1. Department of Finance and Statistics Hanken School of Economics Helsinki Finland

2. Department of Finance, Charles F. Dolan School of Business Fairfield University, Fairfield Connecticut

3. Department of Statistics University of Vaasa Vaasa Finland

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fire.12214

Reference38 articles.

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2. Further evidence of nonmonetary effects on the U.S. economy during the Great Depression;Anari A.;Journal of Money, Credit and Banking,2004

3. Autocorrelation and partial price adjustment

4. Why Do Large Firms' Prices Anticipate Earnings Earlier than Small Firms' Prices?*

5. Baron M. Verner E. &Xiong W.(2019).Salient crises quiet crises. Working paper. Retrieved fromhttps://ssrn.com/abstract=3116148

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