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Finance research letters
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1
Asset pricing with skewed-normal return
Carmichael, Benoît
;
Coën, Alain
- In:
Finance research letters
10
(
2013
)
2
,
pp. 50-57
Persistent link: https://www.econbiz.de/10009774444
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2
Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
Gaffeo, Edoardo
- In:
Finance research letters
29
(
2019
),
pp. 272-279
Persistent link: https://www.econbiz.de/10012419096
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3
Identifying portfolio-based systematic risk factors in equity markets
Grobys, Klaus
;
Haga, Jesper
- In:
Finance research letters
17
(
2016
),
pp. 88-92
Persistent link: https://www.econbiz.de/10011596233
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4
Avoiding regret in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Finance research letters
24
(
2018
),
pp. 273-277
Persistent link: https://www.econbiz.de/10011982602
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5
Asset price risk, banks and markets
Zhang, Yu
- In:
Finance research letters
21
(
2017
),
pp. 21-25
Persistent link: https://www.econbiz.de/10011807275
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6
A new measure for market efficiency and its application
Jiang, Jinjin
;
Li, Haiqi
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436505
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7
Testing the adaptive market hypothesis and its determinants for the Indian stock markets
Hiremath, Gourishankar S.
;
Narayan, Seema
- In:
Finance research letters
19
(
2016
),
pp. 173-180
Persistent link: https://www.econbiz.de/10011657615
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8
Graph-based multi-factor asset pricing model
Son, Bumho
;
Lee, Jaewook
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494727
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9
Mispricing, returns and the quest for parsimony
Qiu, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
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10
A sequential pricing framework for corporate securities : the case of rating-trigger step-up/-down bonds
Bank, Matthias
;
Kupfer, Alexander
- In:
Finance research letters
11
(
2014
)
4
,
pp. 437-445
Persistent link: https://www.econbiz.de/10011300432
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