Narrow search
Showing 1 - 10 of 407
Cover Image
Can firms do well while doing good?
Ahmed, Parvez; Nanda, Sudhir; Schnusenberg, Oliver - In: Applied financial economics 20 (2010) 10/12, pp. 845-860
Persistent link: https://www.econbiz.de/10009009814
Cover Image
The market for ADRs : does depositary bank reputation matter?
Loureiro, Gilberto - In: Applied financial economics 20 (2010) 10/12, pp. 811-825
Persistent link: https://www.econbiz.de/10009009828
Cover Image
Stock returns around nontrading periods : evidence from an emerging market
Akyol, Ali C. - In: Applied financial economics 21 (2011) 19/21, pp. 1549-1560
Persistent link: https://www.econbiz.de/10009356713
Cover Image
Quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ramírez, Gloria; Vicente, Luis - In: Applied financial economics 20 (2010) 22/24, pp. 1829-1838
Persistent link: https://www.econbiz.de/10009012364
Cover Image
Treating cross-dependence in event studies : the Canadian income trust leak
Stewart, Kenneth G.; Zheng, L. - In: Applied financial economics 21 (2011) 4/6, pp. 369-377
Persistent link: https://www.econbiz.de/10009124545
Cover Image
Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully …
Persistent link: https://www.econbiz.de/10003886161
Cover Image
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
Cover Image
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
Cover Image
Do consumption-based asset pricing models explain return predictability?
Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027
Persistent link: https://www.econbiz.de/10003377861
Cover Image
Interest rate risk factor and stock returns : a time-varying factor-loadings model
Huang, Peng; Hueng, C. James - In: Applied financial economics 19 (2009) 22/24, pp. 1813-1824
We extend the Fama-French three-factor model to include a risk factor that proxies for interest-rate risk faced by firms in an attempt to reduce the pricing errors that the three-factor model cannot explain. These pricing errors are observed especially in small size and low book-to-market ratio...
Persistent link: https://www.econbiz.de/10003921080