Drupal-Biblio17<style face="normal" font="default" size="100%">Earnings conference calls and institutional monitoring: Evidence from textual analysis</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Fragility, stress, and market returns</style>Drupal-Biblio13<style face="normal" font="default" size="100%">On valuing human capital and relating it to macro variables</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Sentiment Bubbles</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Financial turbulence and Beta estimation</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Cross-sectional performance and investor sentiment in a multiple risk factor model</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Market fragility and international market crashes</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Emerging market crises and US equity market returns</style>Drupal-Biblio17<style face="normal" font="default" size="100%">International diversification with frontier markets</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Testing the CAPM across observed and fundamental returns</style>Drupal-Biblio13<style face="normal" font="default" size="100%">International diversification with frontier markets</style>Drupal-Biblio13<style face="normal" font="default" size="100%">International Diversification with Frontier Markets</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Investor perceptions and volatility within the risk-return tradeoff</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Emerging Market Contagion</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Time variability in market risk aversion</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Time Variability in Market Risk Aversion</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Time variability in market risk aversion</style>