Narrow search
Showing 1 - 10 of 19
Cover Image
Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan - In: International review of economics & finance : IREF 29 (2014), pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
Cover Image
Can asset pricing models price idiosyncratic risk in UK stock returns?
Fletcher, Jonathan - In: The financial review : the official publication of the … 42 (2007) 4, pp. 507-535
Persistent link: https://www.econbiz.de/10003629905
Cover Image
An examination of predictable risk and return in UK stock returns
Fletcher, Jonathan - In: Journal of economics & business 53 (2001) 6, pp. 527-546
Persistent link: https://www.econbiz.de/10001620379
Cover Image
An examination of alternative factor models in UK stock returns
Fletcher, Jonathan - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001748008
Cover Image
An empirical examination of the capital asset : pricing model applied to UK stock returns
Fletcher, Jonathan - In: Advances in investment analysis and portfolio … 6 (1999), pp. 55-68
Persistent link: https://www.econbiz.de/10001438946
Cover Image
On the conditional relationship between beta and return in international stock returns
Fletcher, Jonathan - In: International review of financial analysis 9 (2000) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001543509
Cover Image
The mean-variance efficiency of benchmark portfolios : UK evidence
Fletcher, Jonathan - In: Journal of banking & finance 18 (1994) 4, pp. 673-685
Persistent link: https://www.econbiz.de/10001170183
Cover Image
An examination of the cross-sectional relationship of beta and return : UK evidence
Fletcher, Jonathan - In: Journal of economics & business 49 (1997) 3, pp. 211-221
Persistent link: https://www.econbiz.de/10001222786
Cover Image
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan - In: Finance research letters 28 (2019), pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Cover Image
Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129
Persistent link: https://www.econbiz.de/10012036611