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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Betting against low nominal prices : evidence from China
Zhang, Bing - In: International review of economics & finance : IREF 88 (2023), pp. 476-500
Persistent link: https://www.econbiz.de/10014474579
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Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from China
Zhao, Lu; Lin, Lei - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
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Time-varying beta in functional factor models : evidence from China
Horváth, Lajos; Li, Bo; Li, Hemei; Liu, Zhenya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012665458
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The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael; Velic, Adnan - 2018
Persistent link: https://www.econbiz.de/10011898916
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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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Understanding the nature of the risks and the source of the rewards to momentum investing
Grundy, Bruce D.; Martin, J. Spencer - 1998
Persistent link: https://www.econbiz.de/10000986416
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Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom - 1990
Persistent link: https://www.econbiz.de/10000803064
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High-return low-beta stock markets : a new approach with generalized international asset pricing model
Kim, Sangphill; Kim, Young-Yong - In: International journal of business 4 (1999) 1, pp. 89-96
Persistent link: https://www.econbiz.de/10001355187
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Risk and return nexus in Malaysian stock market : empirical evidence from CAPM
Md. Isa, Abu Hassan; Puah, Chin-Hong; Yong, Ying-Kiu - In: Journal of international economic review 8 (2015) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10011415110