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1
Which drives abnormal returns, over- or under-reaction? : studies applying longitudinal analysis
Liu, Yi-cheng
;
Yeh, I-cheng
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3224-3235
Persistent link: https://www.econbiz.de/10010418064
Saved in:
2
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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3
Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Gunaydin, A. Doruk
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
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4
Asset pricing and downside risk in the Australian share market
Alles, Lakshman
;
Murray, Louis
- In:
Applied economics
49
(
2017
)
43
,
pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
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5
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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6
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Guan, Bowen
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
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7
Aggregate investor confidence, price momentum and asset pricing
Meier, Christoph
;
De Mello, Lurion
;
Kukla, Fabian
- In:
Applied economics
53
(
2021
)
25
,
pp. 2848-2864
Persistent link: https://www.econbiz.de/10012517032
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8
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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9
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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10
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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