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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~subject:"CAPM"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Caporale, Guglielmo Maria
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Journal of financial and quantitative analysis : JFQA
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Time-varying beta and the value premium
Guo, Hui
;
Wu, Chaojiang
;
Yu, Yan
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1551-1576
Persistent link: https://www.econbiz.de/10011928397
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