Export 18 results:
Filters: Keyword is Finance and Author is Berger,Dave  [Clear All Filters]
2016
D. Berger and Pukthuanthong, K., “Fragility, stress, and market returns”, Journal of Banking & Finance, 2016.
D. Berger, Roll, R., and Pukthuanthong, K., “On valuing human capital and relating it to macro variables”, Financial Management Association Annual Meeting. Las Vegas, 2016.
2015
D. Berger and Turtle, H., “Sentiment Bubbles”, Journal of Financial Markets, vol. 23, pp. 59-74, 2015.
2013
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, “Financial turbulence and Beta estimation”, Applied Financial Economics, vol. 23, pp. 251-263, 2013.
2012
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 and Pukthuanthong, K., “Market fragility and international market crashes”, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.
2011
D. Berger and Turtle, H. J., “Emerging market crises and US equity market returns”, Global Finance Journal, vol. 22, no. 1, 2011.
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, “Testing the CAPM across observed and fundamental returns”, Applied Financial Economics, vol. 21, no. 9, pp. 625-636, 2011.
2010
D. Berger, Yang, J., and Pukthuanthong, K., “International Diversification with Frontier Markets”, Financial Management Association. New York, New York, 2010.
D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, NTU Seminar. Taipei, 2010.
D. Berger, “Investor perceptions and volatility within the risk-return tradeoff”, Applied Financial Economics, vol. 20, no. 13, 2010.
2009
D. Berger and Turtle, H. J., “Emerging Market Contagion”, Midwest Finance Association. Chicago, 2009.
D. Berger and Turtle, H. J., “Time variability in market risk aversion”, Journal of Financial Research, vol. 32, no. 3, pp. 285-307, 2009.
2008
D. Berger, “Time Variability in Market Risk Aversion”, Midwest Finance Association Annual Meeting. 2008.
2007
D. Berger, “Time variability in market risk aversion”, Financial Management Association Doctoral Consortium. 2007.
0
D. Berger, Cao, X., and Pukthuanthong, K., “Earnings conference calls and institutional monitoring: Evidence from textual analysis”, Journal of Financial Research.