Browsing Publikasjoner fra CRIStin - BI by Journals "Journal of Financial and Quantitative Analysis"

Now showing items 1-3 of 3

    • New Evidence on Conditional Factor Models 

      Cooper, Ilan; Maio, Paulo (Journal article; Peer reviewed, 2018)
      We estimate conditional multifactor models over a large cross section of stock returns matching 25 CAPM anomalies. Using conditioning information associated with different instruments improves the performance of the Hou, ...

    • Optimists and Pessimists in (In)Complete Markets 

      Branger, Nicole; Konermann, Patrick; Schlag, Christian (Journal article; Peer reviewed, 2019)
      We study the effects of market incompleteness on speculation, investor survival, and asset pricing moments, when investors disagree about the likelihood of jumps and have recursive preferences. We consider two models. In ...

    • When Does the Family Govern the Family Firm? 

      Bøhren, Øyvind; Stacescu, Bogdan; Almli, Line; Søndergaard, Kathrine (Journal article; Peer reviewed, 2019)
      We find that the controlling family holds both the chief executive officer and chair positions in 79% of Norwegian family firms. The family holds more governance positions when it owns large stakes in small, profitable, ...