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~isPartOf:"Discussion papers in economics, finance and international competitiveness"
~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
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Search: subject:"CAPM"
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CAPM
11
Capital income
5
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5
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4
Portfolio selection
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Drew, Michael E.
Hansen, Lars Peter
He, Xue-zhong
Polk, Christopher
Veeraraghavan, Madhu
10
Naughton, Tony
3
Marsden, Alastair
2
Clements, Adam
1
Dempsey, Mike
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Discussion papers in economics, finance and international competitiveness
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
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8
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7
NBER working paper series
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The review of financial studies
6
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ECONIS (ZBW)
11
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1
Does idiosyncratic volatility matter? : New Zealand evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
-
2004
Persistent link: https://www.econbiz.de/10002104693
Saved in:
2
Equity premium : does it exist? ; Evidence from Germany and United Kingdom
Drew, Michael E.
;
Mallin, Mirela
;
Naughton, Tony
; …
-
2004
Persistent link: https://www.econbiz.de/10002018409
Saved in:
3
Small firm effect, liquidity and security returns : Australian evidence
Drew, Michael E.
;
Marsden, Alastair
;
Veeraraghavan, Madhu
-
2004
Persistent link: https://www.econbiz.de/10002021933
Saved in:
4
Pricing of equities in China : evidence from the Shanghai Stock Exchange
Drew, Michael E.
;
Naughton, Tony
;
Veeraraghavan, Madhu
-
2004
Persistent link: https://www.econbiz.de/10002021947
Saved in:
5
Asset pricing in China : evidence from the Shanghai Stock Exchange
Drew, Michael E.
;
Naughton, Tony
;
Veeraraghavan, Madhu
-
2003
Persistent link: https://www.econbiz.de/10001737290
Saved in:
6
Investor expectations and systematic risk
Clements, Adam
;
Drew, Michael E.
-
2003
Persistent link: https://www.econbiz.de/10001737312
Saved in:
7
Idiosyncratic volatility : evidence from Asia
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2002
Persistent link: https://www.econbiz.de/10001674061
Saved in:
8
On the value premium in Malaysia
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2001
Persistent link: https://www.econbiz.de/10001601638
Saved in:
9
Idiosyncratic risk and Australian equity returns
Dempsey, Mike
;
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2001
Persistent link: https://www.econbiz.de/10001601640
Saved in:
10
Asset pricing in the Asian region
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2001
Persistent link: https://www.econbiz.de/10001601671
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