Narrow search
Showing 1 - 10 of 430
Cover Image
Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn; Hördahl, Peter - In: Applied financial economics 8 (1998) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
Cover Image
Pragmatic problems in using beta for managerial finance applications
Aktas, Elvan; McDaniel, William R. - In: Applied financial economics 19 (2009) 16/18, pp. 1345-1354
. Our purpose is to explore a broad sample to demonstrate the frequency of cases where Capital Asset Pricing Model (CAPM … modifications to CAPM or other asset pricing models. …
Persistent link: https://www.econbiz.de/10003886173
Cover Image
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos; Artikis, George P.; Eleftheriou, Sofia - In: Applied financial economics 22 (2012) 4/6, pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Cover Image
Financial restatements, litigation and implied cost of equity
Salavei Bardos, Katsiaryna; Mishra, Dev - In: Applied financial economics 24 (2014) 1/3, pp. 51-71
Persistent link: https://www.econbiz.de/10010390874
Cover Image
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein; Hansson, Björn A. - In: Applied financial economics 15 (2005) 12, pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
Cover Image
On the existence of common factors in the arbitrage pricing model : international evidence from US and Scandinavian stock markets
Booth, G. Geoffrey (contributor) - In: Applied financial economics 3 (1993) 3, pp. 189-200
Persistent link: https://www.econbiz.de/10001149314
Cover Image
Far tail or extreme day returns, mutual fund cash flows and investment behaviour
Burnie, David A.; De Ridder, Adri - In: Applied financial economics 20 (2010) 16/18, pp. 1241-1256
Persistent link: https://www.econbiz.de/10009010288
Cover Image
Common long-term and short-term price memory in two Scandinavian stock markets
Pynnönen, Seppo - In: Applied financial economics 8 (1998) 3, pp. 257-265
Persistent link: https://www.econbiz.de/10001244167
Cover Image
On stocks, bonds and business conditions
Löflund, Anders - In: Applied financial economics 7 (1997) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10001227576
Cover Image
International diversification, capital structure and cost of capital : evidence from ICT firms listed at NASDAQ
Aoun, Dany; Heshmati, Almas - In: Applied financial economics 18 (2008) 10/12, pp. 1021-1032
Persistent link: https://www.econbiz.de/10003739542