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isPartOf:"The journal of business : B"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"CAPM"
~subject:"Theory"
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The journal of business : B
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
NBER working paper series
91
Working paper / National Bureau of Economic Research, Inc.
84
NBER Working Paper
71
Finance research letters
64
International review of financial analysis
60
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and finance
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Journal of risk and financial management : JRFM
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International journal of finance & economics : IJFE
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Applied economics letters
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Journal of international money and finance
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Research in international business and finance
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Economics letters
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ECONIS (ZBW)
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1
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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2
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
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3
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
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4
On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis
Ahmed, Walid M. A.
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 135-151
Persistent link: https://www.econbiz.de/10013258545
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5
The Fama-French five-factor model and emerging market equity returns
Mosoeu, Selebogo
;
Kodongo, Odongo
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 55-76
Persistent link: https://www.econbiz.de/10013336071
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6
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
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7
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
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8
A new approach to portfolio management in the Brazilian equity market : does assets efficiency level improve performance?
Maciel, Leandro
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 38-56
Persistent link: https://www.econbiz.de/10012656193
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9
European equity markets : who is the truly representative investor?
Rojo Suárez, Javier
;
Alonso Conde, Ana Belén
;
Ferrero …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 325-346
Persistent link: https://www.econbiz.de/10012416960
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10
Comparing relative valuation efficiency between two stock markets
Yi, Ronghua
;
Chang, Yu-Wei
;
Xing, Wen
;
Chen, Jun
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 159-167
Persistent link: https://www.econbiz.de/10012176167
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