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Journal of empirical finance
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ECONIS (ZBW)
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1
Explaining the default risk anomaly by the two-beta model
Yeh, Chung-Ying
;
Hsu, Junming
;
Wang, Kai-Li
;
Lin, Che-Hui
- In:
Journal of empirical finance
30
(
2015
),
pp. 16-33
Persistent link: https://www.econbiz.de/10011489209
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2
Is consumption risk priced in the stock market?
Semenov, Andrei
- In:
Journal of empirical finance
26
(
2014
),
pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
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3
Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk
;
In, Francis Haeuck
;
Kim, Tong Suk
- In:
Journal of empirical finance
42
(
2017
),
pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
Saved in:
4
CAPM
, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
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5
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
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6
The contributions of betas versus characteristics to the ESG premium
Ciciretti, Rocco
;
Dalò, Ambrogio
;
Dam, Lammertjan
- In:
Journal of empirical finance
71
(
2023
),
pp. 104-124
Persistent link: https://www.econbiz.de/10014293057
Saved in:
7
Learning about beta : time-varying factor loadings, expected returns, and the conditional
CAPM
Adrian, Tobias
;
Franzoni, Francesco
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10003900252
Saved in:
8
Time varying consumption covariance and dynamics of the equity premium : evidence from the G7 countries
Sarkar, Asani
;
Zhang, Lingjia
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 613-631
Persistent link: https://www.econbiz.de/10003900309
Saved in:
9
Understanding industry betas
Baele, Lieven
;
Londono, Juan M.
- In:
Journal of empirical finance
22
(
2013
),
pp. 30-51
Persistent link: https://www.econbiz.de/10009768434
Saved in:
10
Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre
;
Chun, Sungju
;
Vodounou, Cosmé
- In:
Journal of empirical finance
20
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
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