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Estimating beta-coefficients of German stock data : a non-parametric approach
Eisenbeiss, Maik; Kauermann, Göran; Semmler, Willi - In: The European journal of finance 13 (2007) 5/6, pp. 503-522
Persistent link: https://www.econbiz.de/10003570594
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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Risk and beta anatomy in the hedge fund industry
Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
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Time-varying betas and the cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - In: The European journal of finance 10 (2004) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10002359594
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The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
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Beta lives : some statistical perspectives on the capital asset pricing model
Adcock, C. J.; Clark, E. A. - In: The European journal of finance 5 (1999) 3, pp. 213-224
Persistent link: https://www.econbiz.de/10001448357
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Stochastic portfolio theory and the low beta anomaly
Agapova, Anna; Ferguson, Robert; Leistikow, Dean - In: The European journal of finance 25 (2019) 5, pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
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Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067