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Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun - In: Applied financial economics 23 (2013) 10/12, pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
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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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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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An empirical test of the risk-return relationship on the Taiwan stock exchange
Huang, Yen-sheng - In: Applied financial economics 7 (1997) 3, pp. 229-239
Persistent link: https://www.econbiz.de/10001227560
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Unexpected inflation, inflation uncertainty, and stock returns
Lee, Kiseok - In: Applied financial economics 9 (1999) 4, pp. 315-328
Persistent link: https://www.econbiz.de/10001454597
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The stability of risk factors in the UK stock market
Sufar Bahri, Saiful; Leger, Lawrence A. - In: Applied financial economics 11 (2001) 4, pp. 411-422
Persistent link: https://www.econbiz.de/10001595027
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Explaining mispricing with Fama-French factors : new evidence from the multiscaling approach
In, Francis Haeuck; Kim, Sangbae; Faff, Robert W. - In: Applied financial economics 20 (2010) 4/6, pp. 323-330
Minus Low (HML)), our empirical findings support the positive relationship between market risk and mean returns for big … multiscaling method: wavelet analysis. Our empirical analysis shows that the risk factors are more relevant at the lower … explains the size effect but not the value premium. After incorporating the two risk factors (Small Minus Big (SMB) and High …
Persistent link: https://www.econbiz.de/10003963131
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Stock returns and inflation risk : economic versus statistical evidence
Katzur, Tomek; Spierdijk, Laura - In: Applied financial economics 23 (2013) 13/15, pp. 1123-1136
Persistent link: https://www.econbiz.de/10010204797
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Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.; Park, Myung D. - In: Applied financial economics 24 (2014) 13/15, pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
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Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus; Nicholls, Shelton; Sergeant, Kelvin - In: Applied financial economics 10 (2000) 2, pp. 207-220
Persistent link: https://www.econbiz.de/10001526269