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Risk factors in the Malaysian stock market
Clare, Andrew D.; Priestley, Richard - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 103-114
Persistent link: https://www.econbiz.de/10001375756
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Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
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A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
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Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea
Pyo, Sujin; Lee, Jaewook - In: Pacific-Basin finance journal 51 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10012035052
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Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Li, Bob; Stork, Thomas; Chai, Daniel; Ee, Mong Shan; … - In: Pacific-Basin finance journal 27 (2014), pp. 19-31
Persistent link: https://www.econbiz.de/10010499729
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Price limits and the value premium in the Taiwan stock market
Lin, Chaonan; Ko, Kuan-Cheng; Lin, Lin; Yang, Nien-Tzu - In: Pacific-Basin finance journal 41 (2017), pp. 26-45
Persistent link: https://www.econbiz.de/10011800487
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Exchange risk and universal returns : a test of international arbitrage pricing theory
Armstrong, Will J.; Knif, Johan; Kolari, James W.; … - In: Pacific-Basin finance journal 20 (2012) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10009629180
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Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao; Li, Xin; Xiang, George; Zhou, Qiyao - In: Pacific-Basin finance journal 79 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
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Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau; Kong, De-Rong; Lin, Chih-Yung; Lin, Tse-Chun - In: Pacific-Basin finance journal 82 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
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Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491182