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Street-smart asset pricing
Asthana, Vinay - In: Applied financial economics 23 (2013) 16/18, pp. 1371-1381
Persistent link: https://www.econbiz.de/10010259428
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Feedback trading and the behavioural ICAPM : multivariate evidence across international equity and bond markets
Dean, Warren G.; Faff, Robert W. - In: Applied financial economics 21 (2011) 22/24, pp. 1665-1678
Persistent link: https://www.econbiz.de/10009385058
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Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.; Ramchander, Sanjay - In: Applied financial economics 22 (2012) 4/6, pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
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Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
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The cost of equity capital and the risk premium on equities
Scott, Maurice FitzGerald - In: Applied financial economics 2 (1992) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10001136550
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Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully …
Persistent link: https://www.econbiz.de/10003886161
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Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng; McCarthy, Joseph; Pantalone, Coleen C. - In: Applied financial economics 24 (2014) 19/21, pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175