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CAPM, components of beta and t...
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Estimation
444
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355
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192
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878
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Faff, Robert W.
11
Brooks, Robert
10
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10
Madura, Jeff
8
Hamori, Shigeyuki
6
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5
Caporale, Guglielmo Maria
5
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5
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4
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4
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4
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4
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4
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4
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4
Akhigbe, Aigbe O.
3
Aktas, Elvan
3
Ap Gwilym, Owain
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3
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3
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3
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3
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3
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3
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3
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3
Ferruz Agudo, Luis
3
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3
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3
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3
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3
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Applied financial economics
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3,948
NBER working paper series
3,885
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3,369
Discussion paper series / IZA
3,209
Applied economics
2,372
Discussion paper / Centre for Economic Policy Research
2,060
CESifo working papers
1,852
IZA Discussion Papers
1,685
Applied economics letters
1,678
International journal of forecasting
1,641
Finance research letters
1,527
Working paper
1,485
Economics letters
1,413
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1,384
Journal of banking & finance
1,371
Economic modelling
1,305
Energy economics
1,092
International review of financial analysis
1,030
Discussion paper
1,004
International review of economics & finance : IREF
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Journal of forecasting
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CESifo Working Paper
905
Journal of financial economics
903
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
897
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878
Journal of econometrics
820
The review of financial studies
803
Discussion papers / CEPR
793
Journal of international money and finance
787
Discussion paper / Tinbergen Institute
780
European journal of operational research : EJOR
737
Journal of empirical finance
702
The North American journal of economics and finance : a journal of financial economics studies
667
Journal of economic dynamics & control
661
CESifo Working Paper Series
650
Management science : journal of the Institute for Operations Research and the Management Sciences
649
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
642
Research in international business and finance
624
Pacific-Basin finance journal
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ECONIS (ZBW)
878
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878
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1
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
Saved in:
2
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
Saved in:
3
Estimates of the ICAPM with regime-switching betas : evidence from four pacific rim economies
Chen, Shyh-wei
;
Huang, Nai-chuan
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003446018
Saved in:
4
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Saved in:
8
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
Saved in:
9
Beta, size and returns : a study on the French Stock Exchange
Lilti, Jean-Jacques
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 13-20
Persistent link: https://www.econbiz.de/10001240717
Saved in:
10
Multistage investment, systematic
risk
premium and
CAPM
beta : empirical evidence from product development
Rzakhanov, Zaur
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 777-790
Persistent link: https://www.econbiz.de/10009625083
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