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Equity yields in models considering higher moments of the return distribution
Homaifar, Ghassem - In: Applied economics 20 (1988) 3, pp. 325-334
Persistent link: https://www.econbiz.de/10001047146
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The explanatory power of the market model : an internat. comparison
Parkinson, John M. - In: Applied economics 19 (1987) 12, pp. 1625-1637
Persistent link: https://www.econbiz.de/10001047294
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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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Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets
Chen, An-sing; Fang, Shih-chuan - In: Applied economics 41 (2009) 13/15, pp. 1951-1963
Persistent link: https://www.econbiz.de/10003862780
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Drivers of expected returns in Istanbul stock exchange : Fama-French factors and coskewness
Mısırlı, E. Ulas; Alper, C. Emre - In: Applied economics 41 (2009) 19/21, pp. 2619-2633
Persistent link: https://www.econbiz.de/10003886273
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-ling; Wang, Ming-chieh; Gau, Yin-feng - In: Applied economics 39 (2007) 10/12, pp. 1511-1529
Persistent link: https://www.econbiz.de/10003511936
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A nonparametric approach for estimating betas : the smoothed rolling estimator
Esteban, María Victoria; Orbe-Mandaluniz, Susan - In: Applied economics 42 (2010) 10/12, pp. 1269-1279
Persistent link: https://www.econbiz.de/10008658509
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An analysis of pricing and returns in the market for French Canadian paintings
Hodgson, Douglas J. - In: Applied economics 43 (2011) 1/3, pp. 63-73
Persistent link: https://www.econbiz.de/10009011255
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The predictability of industry portfolio returns
Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881
Persistent link: https://www.econbiz.de/10009356666
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Consumption, money and excess returns
Schmeling, Maik - In: Applied economics 43 (2011) 19/21, pp. 2559-2563
Persistent link: https://www.econbiz.de/10009379690