Zobrazeno 1 - 10
of 32
pro vyhledávání: '"John B. Lee"'
Publikováno v:
Finance Research Letters. 47:102632
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::905ef8942edebc83120fc13375226907
https://doi.org/10.1016/j.frl.2021.102632
https://doi.org/10.1016/j.frl.2021.102632
Autor:
John B. Lee
Publikováno v:
Undocumented
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eac1557a1c4981fa7ec6e18ab9694915
https://doi.org/10.14321/j.ctvjsf4hw.78
https://doi.org/10.14321/j.ctvjsf4hw.78
Autor:
John B. Lee
Publikováno v:
Undocumented
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e57a89a5639ed12107a7859f502b4b92
https://doi.org/10.14321/j.ctvjsf4hw.143
https://doi.org/10.14321/j.ctvjsf4hw.143
Publikováno v:
SSRN Electronic Journal.
Analysis with high frequency returns has become a core part of modern financial econometrics. Particularly in the measurement and forecasting of variance, covariance, correlation and Capital Asset Pricing Model (CAPM) beta. This paper studies CAPM be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94725b3fb43218b51b69e8a86b1b8e0e
https://doi.org/10.2139/ssrn.3444103
https://doi.org/10.2139/ssrn.3444103
Autor:
John B. Lee
Publikováno v:
Suffering and the Intelligence of Love in the Teaching Life ISBN: 9783030059576
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4df4d656376e3cbbcb862706992ccf76
https://doi.org/10.1007/978-3-030-05958-3_6
https://doi.org/10.1007/978-3-030-05958-3_6
Autor:
John B. Lee
Publikováno v:
Suffering and the Intelligence of Love in the Teaching Life ISBN: 9783030059576
Lee’s essay is a humourous and heartfelt account of his life as a student, a teacher and as the spouse of a teacher. Although he was a secondary school teacher for fourteen years, one of his former elementary school teachers said to him, “I thoug
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f27ea1f40fb392f40b6ecc970ec18c7
https://doi.org/10.1007/978-3-030-05958-3_8
https://doi.org/10.1007/978-3-030-05958-3_8
Publikováno v:
Financial Markets and Portfolio Management. 30:453-482
The aim of this paper is to examine which of the assets commonly believed to be safe havens do, in fact, protect investors during periods of severe financial instability. Using a broad dataset of 32 assets over the period of 1964–2014, we examine t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50be34612f095a265d2cca26feaf8ddd
https://doi.org/10.1007/s11408-016-0277-5
https://doi.org/10.1007/s11408-016-0277-5
Publikováno v:
Pacific-Basin Finance Journal. 62:101375
This paper examines the effect of taxes on the international diversification benefits available to New Zealand investors who invest in equities held through a portfolio investment entity (PIE). Historical monthly index data for 34 markets denominated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b0d32bf33d17190bc6cc21d84a76b82
https://doi.org/10.1016/j.pacfin.2020.101375
https://doi.org/10.1016/j.pacfin.2020.101375
Publikováno v:
Berkman, H, Jacobsen, B & Lee, J B 2015, ' Rare disaster risk and the expected equity risk premium ', Accounting and Finance, pp. 1-22 . https://doi.org/10.1111/acfi.12158
Consistent with the predictions of rare disaster models, we find that a proxy for the time-varying probability of rare disasters helps to explain fluctuations in expectations of the equity risk premium. Our proxy for disaster risk is a recently devel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da3aff6cc4a9129285cbfdabb16e65e3
https://doi.org/10.1111/acfi.12158
https://doi.org/10.1111/acfi.12158
Publikováno v:
Jacobsen, B, Lee, J, Marquering, W & Zhang, C Y 2014, ' Gender Differences in Optimism and Asset Allocation ', Journal of Economic Behavior & Organization, vol. 107, pp. 630-651 . https://doi.org/10.1016/j.jebo.2014.03.007
We investigate two alternative explanations why men may hold more stocks than women do. Apart from the traditional explanation of a gender difference in risk aversion, gender differences in either optimism or in perceived risk of financial markets mi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3df342837d1ee737b2295c7217a5c5ed
https://doi.org/10.1016/j.jebo.2014.03.007
https://doi.org/10.1016/j.jebo.2014.03.007