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Journal Articles
D. Berger and Turtle, H. J., Cross-sectional performance and investor sentiment in a multiple risk factor model, Journal of Banking & Finance, vol. 36, no. 4, pp. 1107-1121, 2012.
D. Berger, Pukthuanthong, K., and Yang, J., Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds, Journal of Portfolio Management, vol. 39, pp. 36-48, 2013.
D. Berger and Turtle, H. J., Emerging market crises and US equity market returns, Global Finance Journal, vol. 22, no. 1, 2011.
D. Berger, Financial turbulence and Beta estimation, Applied Financial Economics, vol. 23, pp. 251-263, 2013.
D. Berger and Pukthuanthong, K., Fragility, stress, and market returns, Journal of Banking & Finance, 2016.
D. Berger, Pukthuanthong, K., and Yang, J., International diversification with frontier markets, Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.
D. Berger, Investor perceptions and volatility within the risk-return tradeoff, Applied Financial Economics, vol. 20, no. 13, 2010.
D. Berger and Pukthuanthong, K., Market fragility and international market crashes, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.
D. Berger and Turtle, H., Sentiment Bubbles, Journal of Financial Markets, vol. 23, pp. 59-74, 2015.
D. Berger, Testing the CAPM across observed and fundamental returns, Applied Financial Economics, vol. 21, no. 9, pp. 625-636, 2011.
D. Berger and Turtle, H. J., Time variability in market risk aversion, Journal of Financial Research, vol. 32, no. 3, pp. 285-307, 2009.