Keywords: Financial risk
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Journal Articles
Journal Articles
Journal Articles
Studies in Economics and Finance (2010) 27 (1): 67–82.
Published: 09 March 2010
...] . Determinants Credit management Financial risk Portfolio investment Not only is the literature on the determinants of credit spread changes not extensive but most of the published studies examine the determinants for individual bonds. Except for the study by Pedrosa and Roll (1998) , which examines...
Journal Articles
Studies in Economics and Finance (2009) 26 (3): 148–154.
Published: 31 July 2009
... in previous theoretical treatments of divergence of opinions in capital markets. Jacques A. Schnabel can be contacted at: jschnabel@wlu.ca © Emerald Group Publishing Limited 2009 Capital asset pricing model Portfolio investment Investors Financial risk The impact of divergence...
Journal Articles
Studies in Economics and Finance (2009) 26 (3): 198–212.
Published: 31 July 2009
... excess returns. Stock returns Volatility Financial risk The traditional Sharpe (1964) , Lintner (1965) , and Mossin (1966) (SLM) or Sharpe (1964) , Lintner (1965) , and Black (1972) (SLB) capital asset pricing model (CAPM) has originated the literature on asset pricing models...
Journal Articles
Studies in Economics and Finance (2009) 26 (1): 24–35.
Published: 06 March 2009
... on COMPUSTAT database to calculate the book to market ratio as of December of the previous year (relative to current year). Md Hamid Uddin can be contacted at: mduddin@sharjah.ac.ae; iba_hu@yahoo.com © Emerald Group Publishing Limited 2009 Stocks Liquidity Financial risk Stock returns...

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