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~isPartOf:"Applied financial economics"
~subject:"CAPM"
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CAPM
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Faff, Robert W.
4
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3
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2
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2
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Applied financial economics
Journal of financial economics
320
Economics letters
109
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93
International review of economics & finance : IREF
90
Discussion paper / Centre for Economic Policy Research
82
The North American journal of economics and finance : a journal of financial economics studies
81
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74
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68
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56
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53
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49
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ECONIS (ZBW)
77
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1
The security market plane
Bollen, Bernard
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1231-1240
Persistent link: https://www.econbiz.de/10009010289
Saved in:
2
Uncertain information release and informed trading
Walsh, David
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10001363835
Saved in:
3
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
4
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
5
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
6
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
7
Size and value effects in Suriname
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010402664
Saved in:
8
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
9
Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.
;
Johnson, Don T.
;
Kunkel, Robert A.
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246
Saved in:
10
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
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