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The beta anomaly and the quality effect in international stock markets

Bradrania, Reza; Veron, Jose Francisco; Wu, Winston - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014456700

Profitability and low-risk anomalies reexamined

Kohls, Tobias; Mager, Ferdinand - In: Global finance journal 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014478979

The beta anomaly in the Australian stock market and the lottery demand

Bradrania, Reza; Veron, Jose Francisco - In: Pacific-Basin finance journal 77 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014463612

A nonparametric approach to measuring the sensitivity of an asset’s return to the market

Severini, Thomas A. - In: Annals of finance 12 (2016) 2, pp. 179-199

Persistent link: https://www.econbiz.de/10011555692

Role of size and risk effects in value anomaly : evidence from the Indian stock market

Sharma, Mehak; Jain, Anshul - In: Cogent economics & finance 8 (2020) 1, pp. 1-12

Portfolios of companies with high book-to-market (BTM) ratio (low Price-To-Book (PB) ratios, Value firms) outperform those with companies with low BTM ratio (high PB ratios, Growth firms). In literature, this is known as the Value Anomaly. This anomaly is related to the third factor in the...

Persistent link: https://www.econbiz.de/10013179656

Adaptive estimation of continuous-time regression models using high-frequency data

Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Journal of econometrics 200 (2017) 1, pp. 36-47

Persistent link: https://www.econbiz.de/10011897689

Low-β investing with mutual funds

Nanigian, David - In: Financial services review : the journal of individual … 23 (2014) 4, pp. 361-383

Persistent link: https://www.econbiz.de/10011392044

Systematic risk shift and post-merger performance

Nguyen, Giang D. - In: International journal of economics and finance 7 (2015) 4, pp. 35-45

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Can acquisitions change firms'

Porrini, Patricia - In: The journal of high technology management research 26 (2015) 2, pp. 149-167

Persistent link: https://www.econbiz.de/10011419555

A tale of two anomalies : higher returns of low-risk stocks and return seasonality

Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273

Persistent link: https://www.econbiz.de/10011282741