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Security returns, beta, size,...
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date (oldest first)
1
Beware of the crash risk : tail beta and the cross-section of stock
returns
in
China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
2
Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from
China
Zhao, Lu
;
Lin, Lei
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
Saved in:
3
Betting against low nominal prices : evidence from
China
Zhang, Bing
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 476-500
Persistent link: https://www.econbiz.de/10014474579
Saved in:
4
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
Saved in:
5
Time-Varying Behavior of Stock Prices, Volatility Dynamics and Beta Risk in Industry Sector Indices of the
Shanghai
Stock Exchange
Koutmos, Dimitrios
-
2014
Shanghai
Stock Exchange. It finds that market beta risk is priced in the time-series movements of stock prices and responds …
Persistent link: https://www.econbiz.de/10013053876
Saved in:
6
Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince
;
Swanzy, Sydney Kwesi
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
Saved in:
7
The
CAPM
, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael
;
Velic, Adnan
-
2018
Persistent link: https://www.econbiz.de/10011898916
Saved in:
8
Earnings versus stock market
returns
: how betas computed on these variables differ
Berglund, Tom
-
1990
Persistent link: https://www.econbiz.de/10000803064
Saved in:
9
Global risk premia on international stock and bond markets
Oertmann, Peter
-
1997
Persistent link: https://www.econbiz.de/10000621233
Saved in:
10
The industrial relationships in time-varying beta coefficients between Korea and United States
Park, Kwang Woo
;
Kim, Myeong Hwan
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1929-1938
Persistent link: https://www.econbiz.de/10003862771
Saved in:
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