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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
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Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
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Modelling sector-level asset prices
Tulloch, Daniel J.; Diaz-Rainey, Ivan; Premachandra, I. M. - In: Journal of risk and financial management : JRFM 13 (2020) 6/120, pp. 1-30
We present a modelling approach for sector asset pricing studies that incorporates sector-level risk factors, subgroup portfolios, and structural breakpoint tests that are better at isolating the time-varying nature and the firm-specific component of returns. Our results show considerable...
Persistent link: https://www.econbiz.de/10012305146
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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang; Tsai, Tsung-Ying - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
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Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model
Jareño, Francisco; González Pérez, María de la O; … - In: Acta oeconomica : periodical of the Hungarian Academy … 68 (2018) 4, pp. 617-638
Persistent link: https://www.econbiz.de/10011971203
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Asset valuation : a synthesis of exisitng literature and new insights
Sen, Subir; Mazumder, Sourav - In: Finance India : the quarterly journal of Indian … 31 (2017) 4, pp. 1221-1237
Persistent link: https://www.econbiz.de/10011923455
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067