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1	Material Type: Article	The value premium and uncertainty: An approach by support vector regression algorithm Cogent economics & finance, 2023-12, Vol.11 (1) [Peer Reviewed Journal] 2023 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. 2023 ;2023 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2332-2039 ;EISSN: 2332-2039 ;DOI: 10.1080/23322039.2023.2191459 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	Crash Sensitivity and the Cross Section of Expected Stock Returns Journal of financial and quantitative analysis, 2018-06, Vol.53 (3), p.1059-1100 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2018 ;COPYRIGHT 2018, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Jun 2018 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109018000121 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	On the Timing and Pricing of Dividends The American economic review, 2012-06, Vol.102 (4), p.1596-1618 [Peer Reviewed Journal] Copyright© 2012 The American Economic Association ;Copyright American Economic Association Jun 2012 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.102.4.1596 ;CODEN: AENRAA Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly The American economic review, 2015-05, Vol.105 (5), p.315-320 [Peer Reviewed Journal] Copyright© 2015 American Economic Association ;Copyright American Economic Association May 2015 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.p20151092 ;CODEN: AENRAA Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk Journal of financial and quantitative analysis, 2021-02, Vol.56 (1), p.65-91 [Peer Reviewed Journal] The Author(s), 2020. Published by Cambridge University Press on behalf of Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Feb 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S002210902000023X Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Social Screens and Systematic Investor Boycott Risk Journal of financial and quantitative analysis, 2017-02, Vol.52 (1), p.365-399 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2017 ;Copyright 2017 Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Feb 2017 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109016000910 ;CODEN: JFQAAC Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly The Journal of finance (New York), 2016-04, Vol.71 (2), p.737-774 [Peer Reviewed Journal] 2016 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2016 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12383 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	Pricing Liquidity Risk with Heterogeneous Investment Horizons Journal of financial and quantitative analysis, 2021-03, Vol.56 (2), p.373-408 [Peer Reviewed Journal] Michael G. Foster School of Business, University of Washington 2020 ;Copyright University of Washington, School of Business Administration Mar 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109020000137 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	On the use of the terminal-value approach in risk-value models Annals of operations research, 2022-06, Vol.313 (2), p.877-897 [Peer Reviewed Journal] The Author(s) 2020 ;COPYRIGHT 2022 Springer ;The Author(s) 2020. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1572-9338 ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03644-2 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Leverage Aversion and Risk Parity Financial analysts journal, 2012-01, Vol.68 (1), p.47-59 [Peer Reviewed Journal] 2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing Journal of portfolio management, 2019-04, Vol.45 (4), p.18-36 [Peer Reviewed Journal] 2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.45.4.018 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	Pricing Intertemporal Risk When Investment Opportunities Are Unobservable Journal of financial and quantitative analysis, 2019-08, Vol.54 (4), p.1759-1789 [Peer Reviewed Journal] COPYRIGHT 2018, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Aug 2019 ;Copyright © Michael G. Foster School of Business, University of Washington 2018 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109018000972 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	Does time varying risk premia exist in the international bond market? An empirical evidence from Australian and French bond market International journal of financial studies, 2021-03, Vol.9 (1), p.1-13 [Peer Reviewed Journal] 2021. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7072 ;EISSN: 2227-7072 ;DOI: 10.3390/ijfs9010003 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	Ichimoku Cloud Forecasting Returns in the U.S Global Business and Finance Review, 2022, 27(5), , pp.17-26 [Peer Reviewed Journal] 2022. This work is licensed under https://creativecommons.org/licenses/by-nc/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1088-6931 ;EISSN: 2384-1648 ;DOI: 10.17549/gbfr.2022.27.5.17 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing Review of quantitative finance and accounting, 2024, Vol.62 (1), p.135-169 [Peer Reviewed Journal] Crown 2023 ;ISSN: 0924-865X ;EISSN: 1573-7179 ;DOI: 10.1007/s11156-023-01214-8 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Short-Term Interest Rates and Stock Market Anomalies Journal of financial and quantitative analysis, 2017-06, Vol.52 (3), p.927-961 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2017 ;Copyright 2017 Michael G. Foster School of Business, University of Washington ;COPYRIGHT 2017 University of Washington ;Copyright University of Washington, School of Business Administration Jun 2017 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S002210901700028X Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	The New Fama Puzzle IMF economic review, 2022-09, Vol.70 (3), p.451-486 [Peer Reviewed Journal] International Monetary Fund 2022 ;COPYRIGHT 2022 Palgrave Macmillan Ltd. (Springer) ;ISSN: 2041-4161 ;EISSN: 2041-417X ;DOI: 10.1057/s41308-022-00161-z Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics Entropy (Basel, Switzerland), 2020-08, Vol.22 (9), p.954 [Peer Reviewed Journal] 2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 by the authors. 2020 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/e22090954 ;PMID: 33286723 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	ESTIMATING BETA AND THE SECURITY MARKET LINE CAPM TEST FOR DOW JONES 30 DURING THE PERIOD (2015-2019) Journal of Management Information and Decision Sciences, 2021-01, Vol.24, p.1-7 [Peer Reviewed Journal] Copyright Jordan Whitney Enterprises, Inc 2021 ;ISSN: 1524-7252 ;EISSN: 1532-5806 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	Theoretical Foundation for Pricing Climate-Related Loss and Damage in Infrastructure Financing Journal of risk and financial management, 2024-04, Vol.17 (4), p.133 [Peer Reviewed Journal] COPYRIGHT 2024 MDPI AG ;2024 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm17040133 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 722 for All Library Resources

Copyright© 2012 The American Economic Association ;Copyright American Economic Association Jun 2012 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.102.4.1596 ;CODEN: AENRAA

Copyright© 2015 American Economic Association ;Copyright American Economic Association May 2015 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.p20151092 ;CODEN: AENRAA

The Author(s), 2020. Published by Cambridge University Press on behalf of Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Feb 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S002210902000023X

2016 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2016 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12383 ;CODEN: JLFIAN

Michael G. Foster School of Business, University of Washington 2020 ;Copyright University of Washington, School of Business Administration Mar 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109020000137

2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4

2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.45.4.018

2021. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7072 ;EISSN: 2227-7072 ;DOI: 10.3390/ijfs9010003

2022. This work is licensed under https://creativecommons.org/licenses/by-nc/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1088-6931 ;EISSN: 2384-1648 ;DOI: 10.17549/gbfr.2022.27.5.17

Crown 2023 ;ISSN: 0924-865X ;EISSN: 1573-7179 ;DOI: 10.1007/s11156-023-01214-8

International Monetary Fund 2022 ;COPYRIGHT 2022 Palgrave Macmillan Ltd. (Springer) ;ISSN: 2041-4161 ;EISSN: 2041-417X ;DOI: 10.1057/s41308-022-00161-z

Copyright Jordan Whitney Enterprises, Inc 2021 ;ISSN: 1524-7252 ;EISSN: 1532-5806

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