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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
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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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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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Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria; Ferreira, Eva; … - In: Applied economics 47 (2015) 25/27, pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio - In: Applied economics 47 (2015) 58/60, pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
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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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Estimating the cost of equity for private firms using accounting fundamentals
Sarmiento-Sabogal, Julio; Sadeghi, Mehdi - In: Applied economics 47 (2015) 1/3, pp. 288-301
Persistent link: https://www.econbiz.de/10010463932
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Marshall, Cara M. - In: Applied economics 47 (2015) 1/3, pp. 1-11
Persistent link: https://www.econbiz.de/10010463955
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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