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1
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
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2
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:
3
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:
4
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
Saved in:
5
Does downside beta matter in asset pricing?
Pedersen, Christian S.
;
Hwang, Soosung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 961-978
Persistent link: https://www.econbiz.de/10003538091
Saved in:
6
Time variation of
CAPM
betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
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7
Beta, the Treynor ratio, and long-run investment horizons
Hodges, Charles W.
;
Taylor, Walton R. L.
;
Yoder, James A.
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 503-508
Persistent link: https://www.econbiz.de/10001770771
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8
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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9
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:
10
Size and value effects in Suriname
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010402664
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