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Local Risk, Local Factors, and Asset Prices

Citations

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Cited by:

  1. Faten Ben Bouheni & Manish Tewari, 2023. "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, vol. 24(5), pages 374-395, September.
  2. Jiang, Yuexiang & Fu, Tao & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022. "Real estate climate index and aggregate stock returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  3. Bouvard, Matthieu & de Motta, Adolfo, 2021. "Labor leverage, coordination failures, and aggregate risk," TSE Working Papers 21-1179, Toulouse School of Economics (TSE).
  4. Lartey, Theophilus A. & Amankwah-Amoah, Joseph & Danso, Albert & Adomako, Samuel & Khan, Zaheer & Tarba, Shlomo Y., 2021. "Environmental sustainability practices and offshoring activities of multinational corporations across emerging and developed markets," International Business Review, Elsevier, vol. 30(5).
  5. Serkan Karadas & Jorida Papakroni, 2019. "Local predictive ability of analyst recommendations," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 351-371, July.
  6. Song, Jeongseop & Zhang, Fan, 2024. "Regional market uncertainty and corporate investment," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
  7. Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2021. "Housing Yields," Working Papers 2021:21, Department of Economics, University of Venice "Ca' Foscari", revised 2021.
  8. Ge, Yao & Qiao, Zheng & Zheng, Hao, 2023. "Local labor market and the cross section of stock returns," Journal of International Money and Finance, Elsevier, vol. 138(C).
  9. Bouvard, Matthieu & de Motta, Adolfo, 2021. "Labor leverage, coordination failures, and aggregate risk," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1229-1252.
  10. Gregg Fisher & Eva Steiner & Sheridan Titman & Ashvin Viswanathan, 2022. "Location density, systematic risk, and cap rates: Evidence from REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 366-400, June.
  11. Siamak Javadi & Abdullah‐Al Masum & Mohsen Aram & Ramesh P. Rao, 2023. "Climate change and corporate cash holdings: Global evidence," Financial Management, Financial Management Association International, vol. 52(2), pages 253-295, June.
  12. Busu Mihail & Vargas Madalina Vanesa & Gherasim Ioan Alexandru, 2020. "An analysis of the economic performances of the retail companies in Romania," Management & Marketing, Sciendo, vol. 15(1), pages 125-133, March.
  13. Matthieu Bouvard & Adolfo de Motta, 2021. "Labor leverage, coordination failures, and aggregate risk," Post-Print hal-03524121, HAL.
  14. Baridhi Malakar, 2024. "Essays on Responsible and Sustainable Finance," Papers 2406.12995, arXiv.org.
  15. Kim Hiang LIOW & Jeongseop SONG, 2019. "Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times," International Real Estate Review, Global Social Science Institute, vol. 22(4), pages 463-512.
  16. Dissanayake, Ruchith, 2021. "Geographic distribution of firms and expected stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  17. Ariyanto Adhi Nugroho & Yunastiti Purwaningsih & Lukman Hakim & Suryanto Suryanto, 2024. "Resilience Tested: Interplay between Mortgage Channels and Natural Disasters on Housing Price," International Real Estate Review, Global Social Science Institute, vol. 27(4), pages 537-563.
  18. Marco DiMaggio & Amir Kermani & Rodney Ramcharan & Edison Yu, 2017. "Household Credit and Local Economic Uncertainty," Working Papers 17-21, Federal Reserve Bank of Philadelphia.
  19. Wix, Carlo, 2017. "The long-run real effects of banking crises: Firm-level investment dynamics and the role of wage rigidity," SAFE Working Paper Series 189, Leibniz Institute for Financial Research SAFE.
  20. An, Ran & Huang, Lawrence (Hong), 2021. "Political influence in hedge fund activism: Causal evidence from U.S. gubernatorial election," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(1).
  21. Javadi, Siamak & Masum, Abdullah-Al, 2021. "The impact of climate change on the cost of bank loans," Journal of Corporate Finance, Elsevier, vol. 69(C).
  22. Makridis, Christos A. & Schloetzer, Jason D., 2023. "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  23. Chen, Yunsen & Huang, Jianqiao & Xiao, Sheng & Zhao, Ziye, 2020. "The “home bias” of corporate subsidiary locations," Journal of Corporate Finance, Elsevier, vol. 62(C).
  24. Lorenzo Bretscher, 2023. "From Local to Global: Offshoring and Asset Prices," Management Science, INFORMS, vol. 69(3), pages 1420-1448, March.
  25. Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020. "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, vol. 138(1), pages 74-94.
  26. Ka Shing Cheung & Chung Yim Yiu & Chuyi Xiong, 2021. "Housing Market in the Time of Pandemic: A Price Gradient Analysis from the COVID-19 Epicentre in China," JRFM, MDPI, vol. 14(3), pages 1-17, March.
  27. Jeongseop Song & Kim Hiang Liow, 2023. "Industrial tail exposure risk and asset price: Evidence from US REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(5), pages 1209-1245, September.
  28. Thao Nguyen & Min Bai & Greg Hou & Cameron Truong, 2022. "Drought risk and capital structure dynamics," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3397-3439, September.
  29. Victor Sellemi, 2022. "Risk in Network Economies," Papers 2208.01467, arXiv.org.
  30. Gerard Hoberg & S. Katie Moon, 2019. "The Offshoring Return Premium," Management Science, INFORMS, vol. 67(6), pages 2876-2899, June.
  31. Kylie Gilbey & Terry Marsh & Sharon Purchase, 2022. "ASX small firm/microcap listings: the IPO ‘Pop’ and two decades of subsequent returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3285-3318, September.
  32. Bing Zhu & Colin Lizieri, 2024. "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 69(4), pages 682-718, November.
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