Finance Research Letters

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  2009

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Volume

• 6 (32)

Keywords

• VALUE-AT-RISK (3)
• ADVERSE SELECTION COSTS (1)
• ANALYTICAL APPROXIMATION (1)
• ASSET PRICING (1)
• ASSET SPANNING (1)
• ASYMMETRIC INFORMATION (1)
• BANK FAILURE (1)
• BASKETBALL (1)
• BAYESIAN LEARNING (1)
• BIVARIATE MIXED NORMAL BEKK-GARCH (1)
• CHANGES IN THE ORDER OF INTEGRATION (1)
• CHARACTERISTIC FUNCTION (1)
• CHINESE STOCK MARKET (1)
• CLOSED-FORM SOLUTION (1)
• CO-MOMENTS (1)
• COMPOSED AVERAGE VALUE-AT-RISK (1)
• COMPOSED VALUE-AT-RISK (1)
• CONDITIONAL VARIANCE (1)
• CONTAGION (1)
• COPULAS (1)
• CORRUPTION (1)
• COSTS AND BENEFITS OF EQUITY OWNERSHIP CONCENTRATION (1)
• DEGREES-OF-FREEDOM PROBLEM (1)
• DELTA–GAMMA APPROXIMATION (1)
• DEPOSITOR DISCIPLINE (1)
• DOUBLE AUCTION MARKETS (1)
• DOWN-MARKET EFFECT (1)
• EARNINGS MANAGEMENT (1)
• EQUITY LIQUIDITY (1)
• EQUITY PREMIUM (1)
• ERROR BOUNDS (1)
• EUROPEAN REAL EXCHANGE RATES (1)
• EUROPEAN STOCK MARKETS (1)
• EVENT STUDIES (1)
• EXECUTIVE COMPENSATION (1)
• EXECUTIVE HEDGING (1)
• EXPECTED SHORTFALL (1)
• EXPERIMENTAL STOCK MARKETS (1)
• EXTREME RETURNS (1)
• FINANCIAL LEVERAGE (1)
• FINANCIAL MARKET EFFICIENCY (1)
• FINANCING CONSTRAINT (1)
• FINANCING OF THE FIRM (1)
• FOURIER ANALYSIS (1)
• FOURIER INVERSION (1)
• FREE FLOAT (1)
• HEDGE PERFORMANCES (1)
• HETEROGENEOUS MANAGERIAL PRODUCTIVITY (1)
• HOLD-UP (1)
• IDENTIFICATION THROUGH HETEROSKEDASTICITY (1)
• IMPLIED COST OF EQUITY (1)
• IMPLIED VOLATILITY (1)
• INCENTIVE CONTRACTING (1)
• INFORMATIONAL ASYMMETRY (1)
• INVESTMENT OPPORTUNITY (1)
• IPOX INDEX (1)
• IRREGULARLY SPACED DATA (1)
• LARGE EQUITY OWNERS (1)
• LEVERAGE EFFECT (1)
• LEVERAGE RATIO (1)
• LIQUIDITY (1)
• MARKET-TO-BOOK RATIO (1)
• MARTINGALE DIFFERENCE (1)
• MATCHING (1)
• MEAN–VARIANCE ANALYSIS (1)
• MONETARY POLICY SHOCKS (1)
• MORAL HAZARD (1)
• MULTI-HORIZON (1)
• NCAA (1)
• OHLSON AND JUETTNER-NAUROTH MODEL (1)
• OPTIONS (1)
• OVERINVESTMENT (1)
• POINT SHAVING (1)
• PORTFOLIO CHOICE (1)
• PORTFOLIO DIVERSIFICATION (1)
• PORTFOLIOS (1)
• PRICE-EARNINGS RATIO (1)
• PRIVATE BENEFITS (1)
• PROBABILITY DISTRIBUTION (1)
• PROFITABILITY (1)
• PROJECT RISKS (1)
• QUANTILE REGRESSION (1)
• RANDOM WALK (1)
• REGIME-DEPENDENT CORRELATIONS (1)
• REGIME-SWITCHING (1)
• RETURN PREDICTABILITY (1)
• RETURN–VOLUME DEPENDENCE (1)
• RISKFREE RATE (1)
• SELF-ENFORCING CONTRACTS (1)
• SIMULATION (1)
• SPA TESTS (1)
• STOCHASTIC SYSTEMS (1)
• STOCK MARKET INDEX CORRELATIONS (1)
• STOCK RETURNS (1)
• SURVEY OF PROFESSIONAL FORECASTERS (1)
• TAIL DEPENDENCE (1)
• TENSORS (1)
• TIME-CONSISTENCY (1)
• TRADE CREDIT (1)
• TRADING VOLUME (1)
• more