11. Dynamic Dependence and Diversification in Corporate Credit. (20th July 2017) Authors: Christoffersen, Peter; Jacobs, Kris; Jin, Xisong; Langlois, Hugues Journal: Review of finance Issue: Volume 22:Number 2(2018) Page Start: 521 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
12. Earnings Belief Risk and the Cross-Section of Stock Returns. (17th January 2020) Authors: Brandon, Rajna Gibson; Wang, Songtao Journal: Review of finance Issue: Volume 24:Number 5(2020) Page Start: 1107 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
13. Equity fund performance: Can momentum be explained by the pricing of idiosyncratic volatility?. Issue 3 (1st August 2016) Authors: Liu, Bin; Di Iorio, Amalia; De Silva, Ashton Journal: Studies in economics and finance Issue: Volume 33:Issue 3(2016) Page Start: 359 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
14. Evaluation of the frequency dependence of the complex conductivity of a resistive chamber by comparing theoretical and measured S-matrices. (28th December 2018) Authors: Shobuda, Yoshihiro Journal: Progress of theoretical and experimental physics Issue: Volume 2018:Number 12(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
15. Evidence on aggregate volatility risk premium for the French stock market. Issue 1 (30th October 2019) Authors: Zaghouani Chakroun, Amal; Mezzez Hmaied, Dorra Journal: Managerial finance Issue: Volume 46:Issue 1(2020) Page Start: 72 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
16. Evidence on aggregate volatility risk premium for the French stock market. Issue 1 (31st October 2019) Authors: Zaghouani Chakroun, Amal; Mezzez Hmaied, Dorra Journal: Managerial finance Issue: Volume 46:Issue 1(2020) Page Start: 72 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
17. Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia. Issue 11 (2nd November 2017) Authors: Kinnunen, Jyri; Martikainen, Minna Journal: Emerging markets finance & trade Issue: Volume 53:Issue 11(2017) Page Start: 2528 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
18. How does (C)CAPM digest anomalies?. Issue 1 (2nd January 2022) Authors: Shi, Qi Journal: Investment analysts journal Issue: Volume 51:Issue 1(2022) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
19. Identification Robust Testing of Risk Premia in Finite Samples. (28th April 2022) Authors: Kleibergen, Frank; Kong, Lingwei; Zhan, Zhaoguo Journal: Journal of financial econometrics Issue: Volume 21:Number 2(2023) Page Start: 263 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
20. Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors. (12th March 2018) Authors: Kleibergen, Frank; Zhan, Zhaoguo Journal: Journal of financial econometrics Issue: Volume 16:Number 2(2018:Spring) Page Start: 155 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗