Items where Author is "Aretz, Kevin"

Aretz, Kevin and Kagkadis, Anastasios (2025) Construction, Real Uncertainty, and Stock-Level Investment Anomalies. Journal of Financial and Quantitative Analysis, 60 (2). pp. 1042-1073. ISSN 0022-1090

Aretz, Kevin and Banerjee, Shantanu and Pryshchepa, Oksana (2019) In the Path of the Storm : Does Distress Risk Cause Industrial Firms to Risk-Shift? Review of Finance, 23 (6). pp. 1115-1154. ISSN 1572-3097

Pryshchepa, Oksana and Aretz, Kevin and Banerjee, Shantanu (2013) Can investors restrict managerial behavior in distressed firms? Journal of Corporate Finance, 23. pp. 222-239. ISSN 0929-1199

Aretz, Kevin and Peel, David (2013) An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon. Bulletin of Economic Research, 65 (4). pp. 362-371. ISSN 0307-3378

Aretz, Kevin and Bartram, Sohnke and Pope, Peter (2011) Asymmetric loss functions and the rationality of expected stock returns. International Journal of Forecasting, 27 (2). pp. 413-437.

Aretz, Kevin and Bartram, Söhnke and Pope, Peter (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34 (6). pp. 1383-1399. ISSN 0378-4266

Aretz, Kevin and Naujoks, M and Kerl, A and Walter, A (2009) Do German security analysts herd? Financial Markets and Portfolio Management, 23 (1). pp. 3-29. ISSN 1555-4961

Aretz, Kevin and Peel, David (2007) Some implications of a quartic loss function. Economics Bulletin, 7 (13). pp. 1-7. ISSN 1545-2921