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Investment management and financial innovations
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1
Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets
Tan, Yeng-May
;
Szulczyk, Kenneth
;
Sii, Yew-Hei
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014458440
Saved in:
2
Symmetric and asymmetric market betas and downside risk
Levi, Yaron
;
Welch, Ivo
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2772-2795
Persistent link: https://www.econbiz.de/10012244801
Saved in:
3
Beta momentum strategy after extreme market movements
Zhao, Xin
;
Li, Mingsheng
;
Liu, Liuling
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 97-110
Persistent link: https://www.econbiz.de/10012055518
Saved in:
4
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
5
The vitality of beta in the ASEAN stock markets
Aumeboonsuke, Vesarach
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 81-86
Persistent link: https://www.econbiz.de/10010512180
Saved in:
6
Excess comovement in international equity markets : evidence from cross-border mergers
Brealey, Richard A.
;
Cooper, Ian
;
Kaplanis, Evi C.
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1718-1740
Persistent link: https://www.econbiz.de/10003959950
Saved in:
7
Systematic risk and oil price and exchange rate sensitivities in Asia-Pacific stock markets
Nandha, Mohan
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
21
(
2007
)
2
,
pp. 326-341
Persistent link: https://www.econbiz.de/10003479272
Saved in:
8
Understanding the nature of the risks and the source of the rewards to momentum investing
Grundy, Bruce D.
;
Martin, J. Spencer
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 29-78
Persistent link: https://www.econbiz.de/10001543104
Saved in:
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