The Polish Stock Market: Risk and Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.392605 ◽

2003 ◽

Cited By ~ 1

Author(s):

Jianhua Zhang ◽

Clas Wihlborg

Keyword(s):

Stock Market ◽

Risk Premia ◽

Market Risk

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Intraweek and intraday seasonalities in stock market risk premia: Cash and futures

Journal of Banking & Finance ◽

10.1016/0378-4266(92)90087-g ◽

1992 ◽

Vol 16 (1) ◽

pp. 233-270 ◽

Cited By ~ 42

Author(s):

Pradeep K. Yadav ◽

Peter F. Pope

Keyword(s):

Stock Market ◽

Risk Premia ◽

Market Risk

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Replication: Macroeconomic Uncertainty, Stock Market Risk and Potential Outcomes Causality

SSRN Electronic Journal ◽

10.2139/ssrn.2947314 ◽

2018 ◽

Author(s):

Joss Astaiza-GGmez

Keyword(s):

Stock Market ◽

Market Risk ◽

Potential Outcomes ◽

Macroeconomic Uncertainty

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International stock market risk contagion during the COVID-19 pandemic

Finance Research Letters ◽

10.1016/j.frl.2021.102145 ◽

2021 ◽

pp. 102145

Author(s):

Yuntong Liu ◽

Yu Wei ◽

Qian Wang ◽

Yi Liu

Keyword(s):

Stock Market ◽

Market Risk

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The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

Economic Notes ◽

10.1111/j.1468-0300.2013.12004.x ◽

2013 ◽

Vol 42 (2) ◽

pp. 103-133

Author(s):

PAOLA BRIGHI ◽

STEFANO d'ADDONA ◽

ANTONIO CARLO FRANCESCO DELLA BINA

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Common Factors ◽

Risk Premia ◽

Pricing Models ◽

Asset Pricing Models

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Stability of Risk Premia in the Italian Stock Market

Economic Notes ◽

10.1111/1468-0300.00005 ◽

1999 ◽

Vol 28 (1) ◽

pp. 73-89

Author(s):

Giovanni Mazzariello ◽

Antonio Roma

Keyword(s):

Stock Market ◽

Risk Premia

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Stock Market Volatility and Market Risk in Emerging Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch30 ◽

2009 ◽

pp. 571-586

Author(s):

Rudra Sensarma ◽

Sumon Kumar Bhaumik ◽

Suchismita Bose

Keyword(s):

Stock Market ◽

Emerging Markets ◽

Market Risk ◽

Market Volatility ◽

Stock Market Volatility

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SOCCER AND STOCK MARKET RISK: EMPIRICAL EVIDENCE FROM THE ISTANBUL STOCK EXCHANGE1,2,3

Psychological Reports ◽

10.2466/17.05.pr0.112.3 ◽

2013 ◽

pp. 130729135325001

Author(s):

M. Hakan Berument ◽

Nildag Basak Ceylan

Keyword(s):

Stock Market ◽

Empirical Evidence ◽

Market Risk

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Stock market risk

Financial Risk Management and Derivative Instruments ◽

10.4324/9781003132240-4 ◽

2021 ◽

pp. 4-14

Author(s):

Michael Dempsey

Keyword(s):

Stock Market ◽

Market Risk

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An Analysis of the Relationship between Market Risk and Information Flows among Trading Volume of the Industry Sector in the Korean Stock Market

New Physics Sae Mulli ◽

10.3938/npsm.67.621 ◽

2017 ◽

Vol 67 (5) ◽

pp. 621-627

Author(s):

Ayoung PARK ◽

Gabjin OH*

Keyword(s):

Stock Market ◽

Trading Volume ◽

Market Risk ◽

Information Flows ◽

Industry Sector ◽

Korean Stock Market ◽

The Relationship

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The momentum effect in the Tunisian stock market: Risk hypothesis vs. underreaction hypothesis

Borsa Istanbul Review ◽

10.1016/j.bir.2020.01.002 ◽

2020 ◽

Vol 20 (2) ◽

pp. 178-195

Author(s):

Ramzi Boussaidi ◽

Ghada Dridi

Keyword(s):

Stock Market ◽

Market Risk ◽

Momentum Effect

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