|
variance risk premium |
4 |
|
asset pricing |
3 |
|
equity risk premium |
3 |
|
access to deposits |
2 |
|
ambiguity aversion |
2 |
|
anchoring |
2 |
|
announcement returns |
2 |
|
behavior and behavioral decision making |
2 |
|
conditional skewness |
2 |
|
deposit withdrawals |
2 |
|
earnings management |
2 |
|
economics |
2 |
|
empire building |
2 |
|
equilibrium asset pricing |
2 |
|
external corporate governance |
2 |
|
finance |
2 |
|
financial inclusion |
2 |
|
financial literacy |
2 |
|
financial stability |
2 |
|
fixed rate loans |
2 |
|
governance |
2 |
|
governance through trading |
2 |
|
institutional trading |
2 |
|
jump diffusion |
2 |
|
kurtosis risk premium |
2 |
|
kurtosis swap |
2 |
|
lending supply |
2 |
|
loan rate spread |
2 |
|
mergers and acquisitions |
2 |
|
mismatching |
2 |
|
option pricing |
2 |
|
option pricing model |
2 |
|
regulation sho |
2 |
|
regulation sho-pilot program |
2 |
|
return predictability |
2 |
|
short selling |
2 |
|
short-selling threat |
2 |
|
skewness risk premium |
2 |
|
skewness swap |
2 |
|
splits |
2 |
|
stock dividends |
2 |
|
stock returns |
2 |
|
structured products |
2 |
|
the 2008 financial crisis |
2 |
|
the chinese warrant market |
2 |
|
third central moments |
2 |
|
variable rate loans |
2 |
|
warrants |
2 |
|
1991 mathematics subject classifications: 91b28 |
1 |
|
90a12 |
1 |
|
agency problems |
1 |
|
agency theory |
1 |
|
analyst conflicts |
1 |
|
analyst selective reporting |
1 |
|
asian stock markets |
1 |
|
asymmetric changes in risk |
1 |
|
beta asymmetries |
1 |
|
brownian motion |
1 |
|
call option |
1 |
|
china's listed firms |
1 |
|
comovement |
1 |
|
corporate governance |
1 |
|
cost of capital |
1 |
|
country funds |
1 |
|
cross-autocorrelation |
1 |
|
cross-listing |
1 |
|
day-of-the-week effect |
1 |
|
day‐of‐the‐week effects |
1 |
|
density function |
1 |
|
directional asymmetry |
1 |
|
e30 |
1 |
|
e31 |
1 |
|
effciency |
1 |
|
efficiency |
1 |
|
equilibrium asset pricing model |
1 |
|
equity return dispersion |
1 |
|
error function |
1 |
|
factor models |
1 |
|
firm earnings |
1 |
|
firm performance |
1 |
|
fund inflow and fund outflow |
1 |
|
futures |
1 |
|
g12 |
1 |
|
g13 |
1 |
|
g14 |
1 |
|
g15 |
1 |
|
hedging performance |
1 |
|
herd behavior |
1 |
|
herding |
1 |
|
idiosyncratic risk |
1 |
|
idiosyncratic skewness |
1 |
|
idiosyncratic volatility |
1 |
|
inflation variability |
1 |
|
integral representation |
1 |
|
international capital markets |
1 |
|
international diversification |
1 |
|
international finance |
1 |
|
ipo underpricing |
1 |
|
large speculators |
1 |
|
latent variable tests |
1 |
|
liquidity |
1 |
|
lookback performance options |
1 |
|
macroeconomic conditions |
1 |
|
managerial turnovers |
1 |
|
margin trading |
1 |
|
market efficiency |
1 |
|
market excess return |
1 |
|
market volatility |
1 |
|
misvaluation |
1 |
|
multiple firm objectives |
1 |
|
mutual fund flow |
1 |
|
net equity issuance |
1 |
|
noise traders |
1 |
|
options |
1 |
|
overconfidence |
1 |
|
ownership breadth |
1 |
|
piecewise linear volatility function |
1 |
|
political control |
1 |
|
pricing |
1 |
|
put option |
1 |
|
relative price variability |
1 |
|
residual risk |
1 |
|
retail investor recognition |
1 |
|
risk‐adjusted mean returns |
1 |
|
robustness |
1 |
|
segmented market |
1 |
|
short-sale constraints |
1 |
|
silence |
1 |
|
smile |
1 |
|
speculation |
1 |
|
spot portfolio volatility decomposition |
1 |
|
stabilization |
1 |
|
state ownership |
1 |
|
systematic risk |
1 |
|
the third cumulant |
1 |
|
time-varying conditional volume |
1 |
|
transitional economies |
1 |
|
two-color rainbow |
1 |
|
variance |
1 |
|
variance gamma |
1 |
|
volatility |
1 |
|
volatility smiles |
1 |
|
volatility timing |
1 |
|
volume |
1 |
