8 research outputs found
The Size Effect in Value and Momentum Factors: Implications for the Cross-Section of International Stock Returns
Full text linkData for "A case study of international transmission of political risk: China's anti-corruption campaign and the risk premium on stocks of global luxury goods firms
No full textData for replication of the results in the paper "A case study of the international transmission of political risk: China’s anti-corruptioncampaign and the risk premium on stocks of global luxury goods firms".The paper shows that the unexpected launch of the recent Chinese anti-corruption drive affected luxury goods firms with strong links to China. These firms' risk-adjusted stock returns dropped into negative territory and stayed there, thus suggesting that the anti-corruption campaign has been interpreted as adverse cashflow news. This finding neither pertains to luxury goods firms with little links to China nor to firms from other industrial sectors with similar exposure to China.THIS DATASET IS ARCHIVED AT DANS/EASY, BUT NOT ACCESSIBLE HERE. TO VIEW A LIST OF FILES AND ACCESS THE FILES IN THIS DATASET CLICK ON THE DOI-LINK ABOV
Data for "A case study of international transmission of political risk: China's anti-corruption campaign and the risk premium on stocks of global luxury goods firms
No full textData for replication of the results in the paper "A case study of the international transmission of political risk: China’s anti-corruptioncampaign and the risk premium on stocks of global luxury goods firms".The paper shows that the unexpected launch of the recent Chinese anti-corruption drive affected luxury goods firms with strong links to China. These firms' risk-adjusted stock returns dropped into negative territory and stayed there, thus suggesting that the anti-corruption campaign has been interpreted as adverse cashflow news. This finding neither pertains to luxury goods firms with little links to China nor to firms from other industrial sectors with similar exposure to China
What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets
No full textBond Market Evidence of Time Variation in Exposures to Global Risk Factors and the Role of US Monetary Policy
No full textConsumption, wealth and business cycles in Germany
No full textWealth effect on consumption, Business cycles, Monetary policy transmission, Financial systems, Asset price predictability, Permanent income hypothesis, E21, E32, E44, G12, G20,
