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758
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1
Disposition effect and mutual fund performance
Ammann, Manuel
;
Ising, Alexander
;
Kessler, Stephan
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009419587
Saved in:
2
Optimal diversification across mutual funds
Moreno, David
;
Rodríguez, Rosa
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 119-122
Persistent link: https://www.econbiz.de/10009719022
Saved in:
3
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:
4
Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Auer, Benjamin R.
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1273-1279
Persistent link: https://www.econbiz.de/10009348290
Saved in:
5
Behavioural patterns as determinants of market movements : evidence from an emerging market
Jagrič, Timotej
;
Strašek, Sebastjan
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 481-491
Persistent link: https://www.econbiz.de/10009153271
Saved in:
6
Intraday characteristics of stock price crashes
Ammann, Manuel
;
Kessler, Stephan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
Saved in:
7
Realized betas and the cross-section of expected returns
Morana, Claudio
- In:
Applied financial economics
19
(
2009
)
16/18
,
pp. 1371-1381
Asset Pricing Model (
CAPM
) is found, where implementation is carried out in the realized beta framework proposed in this …
Persistent link: https://www.econbiz.de/10003886197
Saved in:
8
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:
9
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:
10
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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