Does oil and gold price uncertainty matter for the stock market? D Bams, G Blanchard, I Honarvar, T Lehnert Journal of Empirical Finance 44, 270-285, 2017 | 105 | 2017 |
Beyond Fama-French factors: Alpha from short-term signals D Blitz, MX Hanauer, I Honarvar, R Huisman, P van Vliet Financial Analysts Journal 79 (4), 96-117, 2023 | 15 | 2023 |
VIX and liquidity premium D Bams, I Honarvar International Review of Financial Analysis 74, 101655, 2021 | 12 | 2021 |
Risk aversion, sentiment and the cross-section of stock returns D Bams, I Honarvar, T Lehnert Limburg Institute of Financial Economics (LIFE. Working Paper, 2017 | 11 | 2017 |
From Time Varying Risk-Aversion to Anomalies in Market Moments’ Risk Premia D Bams, I Honarvar, T Lehnert Available at SSRN 2692983, 2015 | 4 | 2015 |
Reversing the Trend of Short-Term Reversal D Blitz, B van der Grient, I Honarvar Available at SSRN, 2023 | 1 | 2023 |
Why Is the VIX Index Related to the Liquidity Premium I Honarvar Tech. rep. SSRN: https://ssrn. com/abstract= 2707528 and Maastricht …, 2016 | 1 | 2016 |
Towards Disentangling Sentiment from Risk Premia D Bams, I Honarvar, T Lehnert | 1 | 2015 |
Better Opt Out: Revisiting the Predictive Power of Options-implied Signals I Honarvar, C Howard Available at SSRN 4766424, 2024 | | 2024 |
Market Skewness Risk, Risk Aversion and the Cross-Section of Stock Returns D Bams, I Honarvar, T Lehnert | | 2018 |
The Impact of Uncertainty in the Oil and Gold Market on the Cross-Section of Stock Returns D Bams, G Blanchard, I Honarvar, T Lehnert University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg …, 2015 | | 2015 |
The Impact of Uncertainty in the Oil and Gold Market on the Cross-Section D Bams, G Blanchard, I Honarvar, T Lehnert futures 36 (1), 51-65, 2015 | | 2015 |
From Time Varying Risk-Aversion and Sentiment to Anomalies in Market D Bams, I Honarvar, T Lehnert Journal of Empirical Finance 11 (1), 1-27, 2015 | | 2015 |
From Time Varying Risk-aversion and Sentiment to Anomalies in Market Moments' Risk Premia D Bams, I Honarvar, T Lehnert University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg …, 2015 | | 2015 |
The current state of AI for investment management M Chen, I Honarvar, H Lohre | | |