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Tests of Conditional Asset Pri...
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DeLisle, James R.
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Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
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Time varying behavior of share returns in Australia : 1988-2004
Lum, Yew-Choe
;
Islam, Sardar M. N.
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Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490553
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Aggregate volatility expectations and threshold CAPM
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Akdeniz, Levent
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 231-253
Persistent link: https://www.econbiz.de/10011539964
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Betas in the time of corona : a conditional CAPM approach using multivariate GARCH model for India
Jain, Sonali
- In:
Managerial finance
48
(
2022
)
2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10013173288
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Term structure of discount rates for firms in the insurance industry
Giaccotto, Carmelo
;
Lin, Xiao
;
Zhao, Yanhui
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 147-158
Persistent link: https://www.econbiz.de/10012419275
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The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
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7
A conditional regime switching CAPM
Vendrame, Vasco
;
Guermat, Cherif
;
Tucker, Jon
- In:
International review of financial analysis
56
(
2018
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012006196
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8
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
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9
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
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10
A comparative computational and behavioral analysis of real estate performance : anchoring on the post-financial crisis
DeLisle, James R.
;
Grissom, Terry V.
- In:
Journal of property investment & finance
35
(
2017
)
3
,
pp. 290-320
Persistent link: https://www.econbiz.de/10011706900
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