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Time-variation in the value premium and the CAPM : evidence from European markets
Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914
reject the zero-intercept hypothesis, i.e. portfolio returns appear consistent with the Capital Asset Pricing Model (CAPM). …
Persistent link: https://www.econbiz.de/10003921102
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Investor perceptions and volatility within a risk-return framework
Berger, Dave - In: Applied financial economics 20 (2010) 13/15, pp. 1003-1010
Persistent link: https://www.econbiz.de/10009010335
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Testing the CAPM across observed and fundamental returns
Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636
Persistent link: https://www.econbiz.de/10009153240
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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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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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On tests of the conditional relationship between beta and returns
Cooper, Ian - In: Applied financial economics 19 (2009) 4/6, pp. 427-432
Persistent link: https://www.econbiz.de/10003828722
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An empirical application of the clean-surplus valuation model : the case of the Athens Stock Exchange
Karathanassis, George A.; Spilioti, S. N. - In: Applied financial economics 15 (2005) 14, pp. 1031-1036
Persistent link: https://www.econbiz.de/10003177500
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The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-rong; Jan, Yin-ching; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370
Persistent link: https://www.econbiz.de/10001688812
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Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-chung; … - In: Applied financial economics 18 (2008) 13/15, pp. 1075-1083
Persistent link: https://www.econbiz.de/10003752945
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Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transaction costs : evidence from the UK equity market
Boinet, Virginie; Gregoriou, A.; Ioannidis, Christos - In: Applied financial economics 18 (2008) 13/15, pp. 1221-1231
Persistent link: https://www.econbiz.de/10003760256