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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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The industrial relationships in time-varying beta coefficients between Korea and United States
Park, Kwang Woo; Kim, Myeong Hwan - In: Applied economics 41 (2009) 13/15, pp. 1929-1938
Persistent link: https://www.econbiz.de/10003862771
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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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Is smart beta investing profitable? : evidence from the Nordic stock market
Silvasti, Veikkopekka; Grobys, Klaus; Äijö, Janne - In: Applied economics 53 (2021) 16, pp. 1826-1839
Persistent link: https://www.econbiz.de/10012485297
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Order imbalance beta and stock returns
Yang, Chunpeng; Hu, Xiaoyi - In: Applied economics 52 (2020) 56, pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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The risk-return relations : evidence from the Korean and Taiwan stock markets
Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied economics 39 (2007) 13/15, pp. 1905-1919
Persistent link: https://www.econbiz.de/10003535240
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market : a wavelet-based approach
Chu, Xiaojun; Wu, Chongfeng; Qiu, Jianying - In: Applied economics 48 (2016) 19/21, pp. 1915-1924
Persistent link: https://www.econbiz.de/10011590017
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348