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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The energy journal"
~person:"Bali, Turan G."
~person:"Serletis, Apostolos"
~source:"econis"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Share price"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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United States
CAPM
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Bali, Turan G.
Serletis, Apostolos
Prokopczuk, Marcel
8
Wese Simen, Chardin
5
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4
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Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The energy journal
Macroeconomic dynamics
7
Open economies review
6
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4
Economics letters
3
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ECONIS (ZBW)
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1
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
2
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
3
Dynamic conditional beta is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
4
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
5
The North American natural gas liquids markets are chaotic
Serletis, Apostolos
;
Gkonkas, Periklēs
- In:
The energy journal
20
(
1999
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10001256172
Saved in:
6
Business cycles and the behavior of energy prices
Serletis, Apostolos
- In:
The energy journal
15
(
1994
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001166601
Saved in:
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