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Comparing consumption-based asset pricing models : the case of an Asian city
Kwan, Yum-keung; Leung, Charles Ka Yui; Dong, Jinyue - In: Journal of housing economics 28 (2015), pp. 18-41
Persistent link: https://www.econbiz.de/10011565803
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Financial development, economic growth and convergence clubs
Fufa, Tolina; Kim, Jaebeom - In: Applied economics 50 (2018) 60, pp. 6512-6528
Persistent link: https://www.econbiz.de/10012063442
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Constructing Fama-French factors from style indices : evidence from the Islamic equity market
Shaharuddin, Shahrin Saaid; Lau, Wee-Yeap; Rubi Ahmad - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1563-1572
Persistent link: https://www.econbiz.de/10011823898
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Momentum and contrarian investing beyond CRSP and TAQ
Moerschen, Tobias; Schiereck, Dirk - In: Journal of business and economic perspectives 31 (2005) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003324673
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The intertemporal risk-return relation in the stock market
Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 44 (2009) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003899946
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Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola (contributor) - 2007
Persistent link: https://www.econbiz.de/10003457458
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Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs : evidence from the UK stock market
Gregoriou, Andros; Ioannidis, Christos - In: Empirical economics : a journal of the Institute for … 32 (2007) 1, pp. 19-39
Persistent link: https://www.econbiz.de/10003458727
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When competing momentum hypotheses really do not compete : new the sources of momentum profits change through time
Du, Dingzhu; Watkins, Boyce - In: Journal of economics & business 59 (2007) 2, pp. 130-143
Persistent link: https://www.econbiz.de/10003441147
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What factors affect the Oslo Stock Exchange?
Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bent Arne - 2010
Persistent link: https://www.econbiz.de/10003920204
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Do higher-moment equity risks explain hedge fund returns?
Agarwal, Vikas; Bakshi, Gurdip S.; Huij, Joop - 2010
Hedge funds are fundamentally exposed to equity volatility, skewness, and kurtosis risks based on the systematic pattern and significant spread in alphas from the existing models that do not control for the higher-moment risks. The spread and pattern in alphas do not disappear with bootstrap...
Persistent link: https://www.econbiz.de/10008666525