|
| Mar 30 2024 |
Geoffrey Ducournau and Daniel Melhem |
| |
Bayesian statistical inference addressed to share prices dynamics' theory |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil |
| |
War and cryptocurrency markets: An empirical investigation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Claude Bergeron |
| |
The three-factor model without a linear return generating process |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 05 2020 |
Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie |
| |
Conditional capital asset pricing model, long-run risk, and stock valuation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 01 2020 |
Nawazish Mirza , Amir Hasnaoui and Birjees Rahat |
| |
Credit Quality and Stock Returns of Commercial Banks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 15 2019 |
Clark Lundberg |
| |
Identifying horizon-based heterogeneity in the cross section of portfolio returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 15 2019 |
Jamal Bouoiyour and Refk Selmi |
| |
How do futures contracts affect Bitcoin prices ? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 02 2019 |
Claude Bergeron |
| |
Recursive preferences, long-run risks, and stock valuation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
| |
The regional pricing of risk: An empirical investigation of the MENA Region |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 23 2018 |
Mohammad Q. M. Momani |
| |
Revisiting the momentum factor in the U.K. stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2017 |
Nawazish Mirza and Krishna Reddy |
| |
Asset Pricing in a Developing Economy: Evidence from Pakistan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 05 2016 |
Gaowang Wang and Juanjuan Yan |
| |
Robustness, the Spirit of Capitalism and Asset Pricing |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
| |
Financial Integration and Japanese Stock market Performance |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2016 |
Pepin Dominique |
| |
The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 16 2015 |
Dominique Pépin |
| |
Intertemporal Substitutability, Risk aversion and Asset Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 21 2015 |
Zhao Han |
| |
A Dynamic Asset Pricing Model with Non-myopic Traders |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Andrea Giusto |
| |
Learning to Agree: A New Perspective on Price Drift. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2013 |
Sandrine Jacob Leal |
| |
Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2013 |
M. Hossein Partovi |
| |
Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Gueorgui I. Kolev |
| |
Two gold return puzzles |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 05 2013 |
Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon |
| |
On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 14 2012 |
Walid Chkili |
| |
Is currency risk priced for emerging stock markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 17 2012 |
Yunmi Kim |
| |
Autoregressive conditional beta |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Atsushi Maki and Kenji Wada |
| |
Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 10 2011 |
Khaled Guesmi |
| |
Time varying regional integration in emerging stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2010 |
Yves Jegourel and Samuel Maveyraud |
| |
A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
| |
Analysis of structural breaks in the stock market integration of mexico into world |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 22 2007 |
Quentin Wodon |
| |
Constructing Fama-French Factors from style indexes: Japanese evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 24 2005 |
Min-Hsien Chiang and Chihwa Kao |
| |
Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 18 2004 |
AROURI Mohamed El Hedi |
| |
The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
