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Beta and size revisited : evid...
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1
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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2
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossia, Francesco
- In:
International review of financial analysis
37
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
Saved in:
3
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossi, Francesco
-
2014
Persistent link: https://www.econbiz.de/10010343568
Saved in:
4
The asymmetric conditional beta-return relations of reits
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012038865
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
6
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
7
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
8
A study on risk return relationship of it and pharmaceutical stocks listed in nseusing capital asset pricing model
Rekha, S.
;
Vasanth, V.
;
Sivakami, P.
- In:
International journal of applied business and economic …
17
(
2019
)
2
,
pp. 23-28
Persistent link: https://www.econbiz.de/10012495657
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9
Verifying capital asset pricing model in Greek capital market
Khudoykulov, Khurshid
- In:
International journal of economics and accounting : IJEA
7
(
2016
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011636109
Saved in:
10
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
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