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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Floros, Christos"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Börse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Al Refai, Hisham M.
Brooks, Robert
Floros, Christos
Ma, Feng
5
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3
Degiannakis, Stavros
3
Dowling, Michael
3
Hammoudeh, Shawkat
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Xuan Vinh Vo
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Advances in investment analysis and portfolio management : a research annual
International review of financial analysis
Journal of emerging market finance
Applied financial economics
5
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4
Journal of international financial markets, institutions & money
4
Applied financial economics letters
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ECONIS (ZBW)
7
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1
The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.
;
Hassan, Gazi M.
- In:
Journal of emerging market finance
17
(
2018
),
pp. 239-258
Persistent link: https://www.econbiz.de/10011925531
Saved in:
2
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
3
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
5
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
6
A test of a new dynamic CAPM
Faff, Robert W.
;
Brooks, Robert
;
Fan, Tan Pooi
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 133-159
Persistent link: https://www.econbiz.de/10001640879
Saved in:
7
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
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