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Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129
Persistent link: https://www.econbiz.de/10012036611
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Disagreements with noisy signals and asset pricing
Wang, Hailong; Hu, Duni; Ma, Chaoqun; Cheng, Fengchao - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012659556
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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Unlevered betas and the cost of equity capital : an empirical approach
Sarmiento-Sabogal, Julio; Sadeghi, Mehdi - In: The North American journal of economics and finance : a … 30 (2014), pp. 90-105
Persistent link: https://www.econbiz.de/10010463588
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New evidence on the impact of financial leverage on beta risk : a time-series approach
Faff, Robert W.; Brooks, Robert; Kee, Ho Yew - In: The North American journal of economics and finance : a … 13 (2002) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001716383
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Time-varying beta in functional factor models : evidence from China
Horváth, Lajos; Li, Bo; Li, Hemei; Liu, Zhenya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012665458
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What drives the liquidity premium in the Chinese stock market?
An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
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Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012667185
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Individual stock sentiment beta and stock returns
Yang, Chunpeng; Hu, Xiaoyi - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012667718
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Downside risk and profitability ratios : the case of the New York Stock Exchange
Rutkowska-Ziarko, Anna - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014485591