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Modelling the volatility in East European emerging stock markets : evidence on Hungary and Poland
Poshakwale, Sunil S.; Murinde, Victor - In: Applied financial economics 11 (2001) 4, pp. 445-456
Persistent link: https://www.econbiz.de/10001595049
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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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Value premium in the Chinese stock market : free lunch or paid lunch?
Huang, Yujia; Yang, Jiawen; Zhang, Yongji - In: Applied financial economics 23 (2013) 4/6, pp. 315-324
Persistent link: https://www.econbiz.de/10009718930
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Applying the CAPM and the Fama-French models to the BRVM stock market
Soumaré, Issouf; Aménounvé, Edoh Kossi; Diop, Ousmane; … - In: Applied financial economics 23 (2013) 4/6, pp. 275-285
Persistent link: https://www.econbiz.de/10009718941
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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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The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
Lam, Keith S. K.; Li, Frank K. - In: Applied financial economics 18 (2008) 18/21, pp. 1667-1680
Persistent link: https://www.econbiz.de/10003800234