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43 research outputs found

Investing in emerging market local currency debt

Author: Alexandra Lubomira Sowa
Benoît Mercereau
G Jostova
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Author: Andrew Ang
Andrew Ang
Dean P Foster
Eric Ghysels
Francis X. Diebold
George M Constantinides
Gergana Jostova
Jin (Ginger) Wu
John M Cochrane
Jonathan Lewellen
Martin Lettau
Martin Lettau
Ole E Barndorff-Nielsen
Qianqiu Liu
Ralitsa Petkova
Ravi Jagannathan
Tim Bollerslev
Torben G Andersen
Torben G Andersen
Torben G Andersen
Torben G Andersen
Torben G Andersen
Torben G. Andersen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

Liquidity Pricing in Emerging Market Corporate Bonds

Author: C W Calomiris
D A Lesmond
D Bekti�cbekti�c
D Bongaerts
E F Fama
Frank De Jong
G A Karolyi
G Bekaert
G Jostova
H Lin
J Bai
J Bao
J Dick-Nielsen
J Dick-Nielsen
J Dick-Nielsen
L Chen
L Pastor
L P�stor
L R Glosten
Lennart Dekker
M O&apos
P Houweling
P Houweling
R Israel
S.-G Jun
V V Acharya
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2019
Field of study

The World Price of Credit Risk

Author: A Savov
Alexander Philipov
B H Solnik
Doron Avramov
E Remolona
F A Longstaff
Gergana Jostova
J Lintner
J Shanken
K G Rouwenhorst
L Pastor
P S Schmidt
P Sercu
R C Merton
R M Stulz
R Sadka
R Stehle
Tarun Chordia
W F Sharpe
W K Newey
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Determinants of Corporate Bond Trading: A Comprehensive Analysis

Author: A Admati
A Kyle
A Madhavan
A Warga
A Warga
E Hotchkiss
Edith S. Hotchkiss
G Alexander
G Hong
G W Fenn
Gergana Jostova
H Demsetz
H Stoll
L Bachelier
L Bamber
L Bamber
L Crabbe
M Blume
M Fridson
M Goldstein
M Goldstein
M Harris
M O&apos
N Cai
O Sarig
P Schultz
R A Sinquefield
R C Merton
R Engle
R Gallant
S Chakravarty
S Grossman
T Chordia
T Ho
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Asset Pricing with Dynamic CAPM: An Application to 49 US Industry Portfolios

Author: A Ang
A W Lo
D Ardia
D Breeden
E F Fama
E F Fama
F Black
G Jostova
G Koutmos
G W Schwert
J Lintner
J Ohlon
J Yao
K French
K Garbade
Karolos Konstantinos Korkas
L Johnson
M Ammann
N Jegadeesh
R Banz
R F Engle
R Litzenberger
R W Faff
S Basu
S Mergner
S Ross
T Bollerslev
T Nakatsuma
W Debondt
W K Hastings
W Sharpe
Y Fabozzi
Publication venue: 'Elsevier BV'
Publication date: 01/01/2010
Field of study

Anomalies and Financial Distress

Author: A Ang
Alexander Philipov
D Avramov
D Avramov
D Vazza
D W Collins
Doron Avramov
E F Fama
E F Fama
E F Fama
G Nini
Gergana Jostova
I D Dichev
I D Dichev
J R M Hand
J Y Campbell
J Y Campbell
K B Diether
K Daniel
M J Brennan
M J Cooper
N Jegadeesh
R Ball
R G Sloan
S Titman
T Chordia
Tarun Chordia
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Financial Statement Anomalies in the Bond Market

Author: Basu Sudipta
Beneish Messod
Bernard Victor
Bhojraj Sanjeev
Bradshaw Mark T.
Chen Long
Christopher J. Skousen
Defond Mark
Downing Chris
Doyle Jeffrey
Even-Tov Omri
Houge Todd
Huang Alan G.
Jostova Gergana
Lok Stephen
Pietro Perotti
Richard A. Price
Sloan Richard
Steven S. Crawford
Thomas Jacob
Thomas Jacob K.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Common risk factors in the cross-section of corporate bond returns

Author: Acharya
Allen
Amihud
Ang
Artzner
Arzac
Bai
Bali
Bao
Baumol
Bawa
Bessembinder
Bessembinder
Blume
Brennan
Carhart
Chen
Choi
Choi
Chordia
Culp
Daniel
Dick-Nielsen
Elton
Fama
Fama
Fama
Gebhardt
Gibbons
Hong
Hou
Huang
Jennie Bai
Jostova
Kwan
Lettau
Levy
Lewellen
Lin
Longstaff
Merton
Newey
Pastor
Quan Wen
Roll
Roy
Turan G. Bali
Publication venue: 'Elsevier BV'
Publication date
Field of study

Factor Investing in Emerging Market Credits

Author: A Ben Dor
A Frazzini
A Ilmanen
B Mizrach
C Harvey
D Bekti?
D Blitz
D Fang
E Cavallo
E Durbin
F Black
G Jostova
G Zinna
H Henke
I Goldstein
J Brooks
J Hottinga
J Jobson
L Dekker
M Correia
M L&apos
M X Hanauer
M X Hanauer
N Cakici
N Jegadeesh
P Houweling
R Dittmar
R Grinold
R Haugen
R Israel
R W Banz
S Basu
T Heckel
T.-M Chow
U Garay
W Gebhardt
W K Newey
Publication venue: 'Elsevier BV'
Publication date: 01/01/2019
Field of study

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