FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2011010803> ?p ?o ?g. }

• W2011010803 abstract "We examine the relation between the cross-section of U.S. stock returns and foreign exchange rates during the period from 1973 to 2002. We find that stocks most sensitive to foreign exchange risk (in absolute value) have lower returns than others. This implies a non-linear, negative premium for foreign exchange risk. Sensitivity to foreign exchange generates a cross-sectional spread in stock returns unexplained by existing asset-pricing models. Consequently, we form a zero-investment factor related to foreign exchange sensitivity and show that it can reduce mean pricing errors for exchange-sensitive portfolios. One possible explanation for our findings includes Johnson's (2004) option-theoretic model in which expected returns are decreasing in idiosyncratic cashflow volatility." @default.
• W2011010803 created "2016-06-24" @default.
• W2011010803 creator A5008430900 @default.
• W2011010803 creator A5028695363 @default.
• W2011010803 creator A5047357530 @default.
• W2011010803 date "2007-01-01" @default.
• W2011010803 modified "2023-10-12" @default.
• W2011010803 title "Foreign Exchange Risk and the Cross-Section of Stock Returns" @default.
• W2011010803 cites W1498480980 @default.
• W2011010803 cites W1521967578 @default.
• W2011010803 cites W1575345035 @default.
• W2011010803 cites W1903219595 @default.
• W2011010803 cites W1994024014 @default.
• W2011010803 cites W1995834279 @default.
• W2011010803 cites W2010681793 @default.
• W2011010803 cites W2012226613 @default.
• W2011010803 cites W2015800048 @default.
• W2011010803 cites W2023431567 @default.
• W2011010803 cites W2023916452 @default.
• W2011010803 cites W2033508160 @default.
• W2011010803 cites W2035293670 @default.
• W2011010803 cites W2036776382 @default.
• W2011010803 cites W2070872401 @default.
• W2011010803 cites W2073740083 @default.
• W2011010803 cites W2076438649 @default.
• W2011010803 cites W2077791698 @default.
• W2011010803 cites W2078061949 @default.
• W2011010803 cites W2096706782 @default.
• W2011010803 cites W2100267563 @default.
• W2011010803 cites W2104795328 @default.
• W2011010803 cites W2111730646 @default.
• W2011010803 cites W2117178635 @default.
• W2011010803 cites W2119470838 @default.
• W2011010803 cites W2136120210 @default.
• W2011010803 cites W2144988231 @default.
• W2011010803 cites W2149990348 @default.
• W2011010803 cites W2165305482 @default.
• W2011010803 cites W2166215547 @default.
• W2011010803 cites W2168966282 @default.
• W2011010803 cites W3021353747 @default.
• W2011010803 cites W3023906401 @default.
• W2011010803 cites W3122246746 @default.
• W2011010803 cites W3122560127 @default.
• W2011010803 cites W3123633321 @default.
• W2011010803 cites W3124240960 @default.
• W2011010803 cites W3125615873 @default.
• W2011010803 cites W3125738487 @default.
• W2011010803 cites W1995409889 @default.
• W2011010803 doi "https://doi.org/10.2139/ssrn.686509" @default.
• W2011010803 hasPublicationYear "2007" @default.
• W2011010803 type Work @default.
• W2011010803 sameAs 2011010803 @default.
• W2011010803 citedByCount "6" @default.
• W2011010803 countsByYear W20110108032012 @default.
• W2011010803 countsByYear W20110108032013 @default.
• W2011010803 countsByYear W20110108032014 @default.
• W2011010803 crossrefType "journal-article" @default.
• W2011010803 hasAuthorship W2011010803A5008430900 @default.
• W2011010803 hasAuthorship W2011010803A5028695363 @default.
• W2011010803 hasAuthorship W2011010803A5047357530 @default.
• W2011010803 hasConcept C10138342 @default.
• W2011010803 hasConcept C106159729 @default.
• W2011010803 hasConcept C127413603 @default.
• W2011010803 hasConcept C149782125 @default.
• W2011010803 hasConcept C151541453 @default.
• W2011010803 hasConcept C162324750 @default.
• W2011010803 hasConcept C163428354 @default.
• W2011010803 hasConcept C165705269 @default.
• W2011010803 hasConcept C181236170 @default.
• W2011010803 hasConcept C200870193 @default.
• W2011010803 hasConcept C204036174 @default.
• W2011010803 hasConcept C2776988154 @default.
• W2011010803 hasConcept C2983132609 @default.
• W2011010803 hasConcept C556758197 @default.
• W2011010803 hasConcept C78519656 @default.
• W2011010803 hasConcept C91602232 @default.
• W2011010803 hasConceptScore W2011010803C10138342 @default.
• W2011010803 hasConceptScore W2011010803C106159729 @default.
• W2011010803 hasConceptScore W2011010803C127413603 @default.
• W2011010803 hasConceptScore W2011010803C149782125 @default.
• W2011010803 hasConceptScore W2011010803C151541453 @default.
• W2011010803 hasConceptScore W2011010803C162324750 @default.
• W2011010803 hasConceptScore W2011010803C163428354 @default.
• W2011010803 hasConceptScore W2011010803C165705269 @default.
• W2011010803 hasConceptScore W2011010803C181236170 @default.
• W2011010803 hasConceptScore W2011010803C200870193 @default.
• W2011010803 hasConceptScore W2011010803C204036174 @default.
• W2011010803 hasConceptScore W2011010803C2776988154 @default.
• W2011010803 hasConceptScore W2011010803C2983132609 @default.
• W2011010803 hasConceptScore W2011010803C556758197 @default.
• W2011010803 hasConceptScore W2011010803C78519656 @default.
• W2011010803 hasConceptScore W2011010803C91602232 @default.
• W2011010803 hasLocation W20110108031 @default.
• W2011010803 hasOpenAccess W2011010803 @default.
• W2011010803 hasPrimaryLocation W20110108031 @default.
• W2011010803 hasRelatedWork W1484159650 @default.
• W2011010803 hasRelatedWork W1533786059 @default.
• W2011010803 hasRelatedWork W1580195017 @default.
• W2011010803 hasRelatedWork W1603670416 @default.
• W2011010803 hasRelatedWork W1966402432 @default.

• next