Orta Mahalle Üniversite Caddesi 27
Istanbul, Orhanli, 34956 Tuzla 34956
in Total Papers Downloads
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expected market returns, volatility spreads, variance risk premia, information based explanation
expected market return, variance risk premium, implied volatility spreads, conditional skewness
cross-section of equity returns, volatility spreads, equity options, information flow, put-call parity.
implied volatility spreads, conditional skewness, expected market return, information flow, intertemporal risk-return relation
risk-return relation, volatility, emerging markets, literature review
downside risk, value at risk, risk-return tradeoff, emerging markets
cross-listed bonds, credit ratings, rating conservatism, cost of debt
risk-return relationship, downside risk, value-at-risk, emerging markets, 2008 Financial Crisis
bond markets, equity markets, downside risk, value at risk, risk-return tradeoff
asset pricing models, equity returns, arbitrage pricing theory, macroeconomic factors
Emerging markets, derivatives, risk management, price discovery
share issues, equity returns, value effect, emerging markets
liquidity, emerging markets, equity returns, asset pricing
misstatement news, investor reaction, stealth misstatements
Downside Risk, Downside Beta, Equity Returns, Asset Pricing, International Finance
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