Keywords in Publications
keywordsNo. of Authors
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
agency theory 1
analyst conflicts 1
analyst selective reporting 1
comovement 1
cross-listing 1
effciency 1
efficiency 1
equilibrium asset pricing model 1
factor models 1
firm performance 1
hedging performance 1
idiosyncratic risk 1
ipo underpricing 1
latent variable tests 1
liquidity 1
macroeconomic conditions 1
managerial turnovers 1
margin trading 1
market efficiency 1
market excess return 1
misvaluation 1
multiple firm objectives 1
net equity issuance 1
overconfidence 1
ownership breadth 1
piecewise linear volatility function 1
retail investor recognition 1
segmented market 1
silence 1
smile 1
speculation 1
stabilization 1
state ownership 1
the third cumulant 1
time-varying conditional volume 1
variance 1
variance gamma 1
volatility smiles 1
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