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Extreme downside risk and expected stock returns Journal article
Journal of Banking and Finance, 2012,Volume: 36,Issue: 5,Page: 1492
Authors:  Huang W.;  Liu Q.;  Ghon Rhee S.;  Wu F.
Favorite  |  View/Download:3/0  |  Submit date:2018/10/30
Bankruptcy risk  Extreme downside risk  Generalized extreme value distribution  Idiosyncratic risk  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Journal of Banking and Finance, 2011,Volume: 35,Issue: 9,Page: 2217
Authors:  Lam K.S.K.;  Tam L.H.K.
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum