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CAPM-anomalies : quantitative puzzles
Elmiger, Sabine - In: Economic theory : official journal of the Society for … 68 (2019) 3, pp. 643-667
Persistent link: https://www.econbiz.de/10012213098
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On the nature of dependence in the volatility of US stock returns
Barnes, Michelle L. - 1998
Persistent link: https://www.econbiz.de/10000995102
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Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Chen, Carl R.; Lin, James Wuh - In: Advances in investment analysis and portfolio … 5 (1998), pp. 235-252
Persistent link: https://www.econbiz.de/10001404523
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An international comparison of banks' equity returns
Dewenter, Kathryn L. - In: Journal of money, credit and banking : JMCB 30 (1998) 3, pp. 472-492
Persistent link: https://www.econbiz.de/10001338590
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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An accounting analysis of the risk-return relationship in bull and bear markets
Kim, Moon K.; Ismail, Badr E. - In: Review of financial economics : RFE 7 (1998) 2, pp. 173-182
Persistent link: https://www.econbiz.de/10001361979
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Risk, duration, and capital budgeting : new evidence on some old questions
Cornell, Bradford - In: The journal of business : B 72 (1999) 2, pp. 183-200
Persistent link: https://www.econbiz.de/10001364030
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The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford - In: The journal of fixed income 8 (1998) 3, pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
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On the cross-sectional relation between expected returns, betas, and size
Grauer, Robert R. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 773-789
Persistent link: https://www.econbiz.de/10001367865
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Systematic pricing during the stock crash : assessing market efficiency
Harris, John Manville <Jr.> - In: Journal of business research : JBR 21 (1990) 1, pp. 59-68
Persistent link: https://www.econbiz.de/10001089133