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type_genre:"Working Paper"
~isPartOf:"CFS working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Capital income"
~subject:"Capital market returns"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Beta-Faktor"
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Capital income
Capital market returns
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10
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7
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Bai, Hang
1
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco
-
2015
Persistent link: https://www.econbiz.de/10010510625
Saved in:
2
Do foreign firm betas change during cross-listing?
Lewis, Karen K.
-
2015
Persistent link: https://www.econbiz.de/10010518724
Saved in:
3
The CAPM strikes back? : an investment model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Zhang, Lu
-
2015
Persistent link: https://www.econbiz.de/10010502721
Saved in:
4
Understanding defensive equity
Novy-Marx, Robert
-
2014
Persistent link: https://www.econbiz.de/10010431331
Saved in:
5
Investment performance and market share : a study of the German mutual fund industry
Krahnen, Jan Pieter
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351638
Saved in:
6
Growth or glamour? : Fundamentals and systematic risk in stock returns
Campbell, John Y.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
-
2005
Persistent link: https://www.econbiz.de/10002925725
Saved in:
7
Speculative betas
Hong, Harrison G.
;
Sraer, David
-
2012
Persistent link: https://www.econbiz.de/10009679642
Saved in:
8
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
9
Risk and return : consumption versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
-
1984
Persistent link: https://www.econbiz.de/10002421634
Saved in:
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