Risk and return in the Tehran stock exchange
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DOI: 10.1016/j.qref.2013.05.005
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Citations
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Cited by:
- Aflatooni, Abbas & Ghaderi, Kaveh & Mansouri, Kefsan, 2022. "Sanctions against Iran, political connections and speed of adjustment," Emerging Markets Review, Elsevier, vol. 51(PB).
- Saeed Ghasseminejad & Mohammad R. Jahan-Parvar, 2020. "The Impact of Financial Sanctions: The Case of Iran 2011-2016," International Finance Discussion Papers 1281, Board of Governors of the Federal Reserve System (U.S.).
- Ghasseminejad, Saeed & Jahan-Parvar, Mohammad R., 2021. "The impact of financial sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 601-621.
- Liu, Xiaochun, 2017. "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 275-293.
- Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2018.
"On Target? The Incidence of Sanctions Across Listed Firms in Iran,"
CAGE Online Working Paper Series
372, Competitive Advantage in the Global Economy (CAGE).
- Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2022. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS) 1400, University of Warwick, Department of Economics.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On target? The incidence of sanctions across listed firms in Iran," Working Papers of Department of Management, Strategy and Innovation, Leuven 648954, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
- Draca, Mirko & Garred, Jason & Stickland. Leanne & Warrinnier, Nele, 2019. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS) 1217, University of Warwick, Department of Economics.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On target? The incidence of sanctions across listed firms in Iran," Working Papers of LICOS - Centre for Institutions and Economic Performance 648954, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," Working Papers 1903E, University of Ottawa, Department of Economics.
- Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019. "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, vol. 60(C), pages 255-261.
- repec:lic:licosd:41319 is not listed on IDEAS
- Liu, Xiaochun, 2017. "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 1-19.
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More about this item
Keywords
Conditional correlation and skewness; Efficiency; Emerging and frontier markets; ICAPM; Integration and segmentation;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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