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International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?

Authors: Engel, Charles; Matsumoto, Akito

Source: IMF Working Papers, International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging? , pp. 1-45(45)

Publisher: International Monetary Fund

Recent Advances in Credit Risk Modeling

Authors: Gasha, Jose Giancarlo; Medeiros, Carlos I.; Souto, Marcos; Capuano, Christian; Santos, Andre; Chan-Lau, Jorge A.

Source: IMF Working Papers, Recent Advances in Credit Risk Modeling , pp. 1-31(31)

Publisher: International Monetary Fund

Long-Run Stockholder Consumption Risk and Asset Returns

Authors: MALLOY, CHRISTOPHER J.; MOSKOWITZ, TOBIAS J.; VISSING-JØRGENSEN, ANNETTE

Source: The Journal of Finance, Volume 64, Number 6, December 2009 , pp. 2427-2479(53)

Publisher: Blackwell Publishing

Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

Authors: GÓMEZ, JUAN-PEDRO; PRIESTLEY, RICHARD; ZAPATERO, FERNANDO

Source: The Journal of Finance, Volume 64, Number 6, December 2009 , pp. 2703-2737(35)

Publisher: Blackwell Publishing

The Price Is (Almost) Right

Authors: COHEN, RANDOLPH B.; POLK, CHRISTOPHER; VUOLTEENAHO, TUOMO

Source: The Journal of Finance, Volume 64, Number 6, December 2009 , pp. 2739-2782(44)

Publisher: Blackwell Publishing

LIQUIDITY AND VALUATION IN EAST AFRICAN SECURITIES MARKETS

Author: hearn, bruce

Source: South African Journal of Economics, Volume 77, Number 4, December 2009 , pp. 553-576(24)

Publisher: Blackwell Publishing

Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan

Author: WANG, KENT

Source: International Review of Finance, Volume 9, Number 4, December 2009 , pp. 405-429(25)

Publisher: Blackwell Publishing

The Value Premium and Time-Varying Volatility

Authors: Li, Xiafei; Brooks, Chris; Miffre, Joëlle

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 9-10, November/December 2009 , pp. 1252-1272(21)

Publisher: Blackwell Publishing

Model Comparison Using the Hansen-Jagannathan Distance

Authors: Kan, Raymond; Robotti, Cesare

Source: Review of Financial Studies, Volume 22, Number 9, 2 September 2009 , pp. 3449-3490(42)

Publisher: Oxford University Press

Theory-Based Illiquidity and Asset Pricing

Authors: Chordia, Tarun; Huh, Sahn-Wook; Subrahmanyam, Avanidhar

Source: Review of Financial Studies, Volume 22, Number 9, 2 September 2009 , pp. 3629-3668(40)

Publisher: Oxford University Press

UNDERSTANDING LABOUR MARKET FRICTIONS: AN ASSET PRICING APPROACH

Author: Basu, Parantap

Source: Bulletin of Economic Research, Volume 61, Number 4, October 2009 , pp. 305-324(20)

Publisher: Blackwell Publishing

Is the Value Spread a Good Predictor of Stock Returns? UK Evidence

Author: Michou, Maria

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 7-8, September/October 2009 , pp. 925-950(26)

Publisher: Blackwell Publishing

Portfolio theory and how parent birds manage investment risk

Author: Forbes, Scott

Source: Oikos, Volume 118, Number 10, October 2009 , pp. 1561-1569(9)

Publisher: Blackwell Publishing

Financial Risk of the Biotech Industry versus the Pharmaceutical Industry

Authors: Golec, Joseph; Vernon, John A.

Source: Applied Health Economics and Health Policy, Volume 7, Number 3, 1 September 2009 , pp. 155-165(11)

Publisher: Adis International

Performance Management in Insurance Firms by Using Transfer Pricing

Authors: Doff, René; Bilderbeek, Jan; Bruggink, Bert; Emmen, Pieter

Source: Risk Management & Insurance Review, Volume 12, Number 2, Fall 2009 , pp. 213-226(14)

Publisher: Blackwell Publishing

Drivers of expected returns in Istanbul stock exchange: Fama-French factors and coskewness

Authors: Ulas Mısırlı, E.; Emre Alper, C.

Source: Applied Economics, Volume 41, Number 20, September 2009 , pp. 2619-2633(15)

Publisher: Routledge, part of the Taylor & Francis Group

Performance measures and incentives: loading negative coskewness to outperform the CAPM

Author: Kostakis, Alexandros

Source: The European Journal of Finance, Volume 15, Numbers 5-6, July 2009 , pp. 463-486(24)

Publisher: Routledge, part of the Taylor & Francis Group

Long-horizon consumption risk and the cross-section of returns: new tests and international evidence

Authors: Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael

Source: The European Journal of Finance, Volume 15, Numbers 5-6, July 2009 , pp. 511-532(22)

Publisher: Routledge, part of the Taylor & Francis Group

A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk

Author: Glabadanidis, Paskalis

Source: Journal of Financial Econometrics, Volume 7, Number 3, 10 March 2009 , pp. 247-264(18)

Publisher: Oxford University Press

Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets

Author: Longstaff, Francis A.

Source: The American Economic Review, Volume 99, Number 4, September 2009 , pp. 1119-1144(26)

Publisher: American Economic Association