APAD Conference Archive
APAD 2024 Session 1 - 3
Writer 관리자
Date2024.07.16
Hit137
1_1_Term structure and risk premiums of commodity futures with linear regressions.pdf
1_2_Expected Skewness, Forecast Combination,and Commodity Futures Returns.pdf
1_3_The Derivative Payoff Bias.pdf
2_1_Bank Sentiment and Loan Loss Provisioning.pdf
2_2_Nonbank Growth and Local Housing Prices.pdf
2_3_Who Benefits from Sustainability-linked Loans.pdf
3_1_Divided Government and the Stock Market.pdf
3_2_Style Switching and Asset Pricing.pdf
3_3_Short-term overreaction and the cross-section of stock returns.pdf
Session 01 Derivatives
Term Structure and Risk Premiums of Commodity Futures with Linear Regressions
Expected Skewness, Forecast Combination, and Commodity Futures Returns
The Derivative Payoff Bias
Session 02 Banking and Credit Supply
Bank Sentiment and Loan Loss Provisioning
Nonbank Growth and Local Housing Prices
Who Benefits from Sustainability-linked Loans?
Session 03 Investments
Divided Government and the Stock Market
Style Switching and Asset Pricing
Short-term Overreaction and the Cross-Section of Stock Returns
