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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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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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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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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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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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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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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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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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On more robust estimation of skewness and kurtosis
Kim, Tae-hwan; White, Halbert - In: Finance research letters 1 (2004) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431