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Publications by Florian Weigert
Joint Extreme Events in Equity Returns and Liquidity and Their Cross-Sectional Pricing Implications
Journal of Banking and Finance
Economics
Econometrics
Finance
Tail Risk in Hedge Funds: A Unique View From Portfolio Holdings
SSRN Electronic Journal
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Predicting Extreme Returns and Portfolio Management Implications
Journal of Financial Research
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A Note on the Pricing of Liquidity in Stock Returns
THE LAHORE JOURNAL OF ECONOMICS
Cross-Sectional Factor Dynamics and Momentum Returns
SSRN Electronic Journal
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
Journal of Banking and Finance
Economics
Econometrics
Finance
Cross-Sectional Returns With Volatility Regimes From a Diverse Portfolio of Emerging and Developed Equity Indices
e-Finanse
Essays in Cross-Sectional Asset Pricing
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Short-Term Overreaction in Equity ETFs Following Extreme One-Day Returns
Revista Contabilidade e Financas
Accounting
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Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
