“...Purpose In asset management, what if clients want to purchase protection from risk factors, under the form of variance risk premia. This paper aims to address...”

“...Purpose This paper aims to investigate pre-disclosure information leakage by block traders and market reactions to disclosures of off-hours block trading...”

“...This e-book contains papers from the 2006 Statistical Modelling in Finance conference. Using the historical hurricane forecasts of Dr. William M. Gray, the...”

“...Purpose The purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017...”

“...Purpose This paper aims to investigate whether idiosyncratic volatility is a priced risk factor in the Australian stock market. Design/methodology/approach The...”

“...Purpose Both accounting and regulatory treatments classify securitizations as a “sale” of assets, therefore allowing the issuer to remove the assets from their...”

“...Purpose Previous research observed that large internal fraud events in the general financial services industry imply negative spillover effects, whereas...”

“...Purpose Both accounting and regulatory treatments classify securitizations as a “sale” of assets, therefore allowing the issuer to remove the assets from their...”

“...Purpose The purpose of this paper is to analyze the implications of the risk versus characteristic debate from the perspective of a mean-variance investor...”

“...Purpose The purpose of this paper is to examine the relationship between leverage and firm performance using small business data from France by estimating the...”