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1
An augmented Fama and French three-factor model : new evidence from an emerging stock market
Bundoo, Sunil Kumar
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003801375
Saved in:
2
A robustness test of asset-pricing models using individual security returns
Limkriangkrai, Manapon
;
Durand, Robert B.
;
Watson, Iain D.
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 629-637
Persistent link: https://www.econbiz.de/10003842983
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3
Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua
;
Woo, Chi-keung
;
Li, Ya
;
Liu, Yun
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
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4
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
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5
The equity premium in China
Huang, Ping
;
Zhou, Zhong-Qiang
;
Zhang, Wei
- In:
Applied economics letters
27
(
2020
)
13
,
pp. 1112-1118
Persistent link: https://www.econbiz.de/10012267068
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6
Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung
;
Kim, Myeong Hyeon
;
Kim, Young Min
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
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7
The equity premium puzzle and two assets : GMM
estimation
Chung, Chune Young
;
Fard, Amirhossein
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
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8
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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9
Household heterogeneity and consumption dynamics in the presence of borrowing and liquidity constraints
Albuquerque, Bruno
- In:
Applied economics letters
26
(
2019
)
6
,
pp. 454-459
Persistent link: https://www.econbiz.de/10012204251
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10
Does income inequality increase marginal propensity to consume?
Rhee, Dong-Eun
;
Kim, Hyoungjong
- In:
Applied economics letters
25
(
2018
)
17
,
pp. 1218-1221
Persistent link: https://www.econbiz.de/10012134938
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