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CAPM
Theorie
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Sercu, Piet
19
Moor, Lieven de
5
De Moor, Lieven
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Dhaene, Geert
3
Vanpée, Rosanne
3
Vandebroek, Martina
2
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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AFI
4
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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ECONIS (ZBW)
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RePEc
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1
Mean-variance asset pricing with deviations from purchasing power parity
Sercu, Piet
-
1981
Persistent link: https://www.econbiz.de/10000069335
Saved in:
2
Thin-trading effects in beta: bias v. estimation error
Sercu, Piet
;
Vandebroek, Martina
;
Vinaimont, Tom
- In:
Journal of business finance & accounting : JBFA
35
(
2008
)
9/10
,
pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
Saved in:
3
The small firm anomaly : US and international evidence
Moor, Lieven de
(
contributor
);
Sercu, Piet
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003610952
Saved in:
4
Estimating the costs of international equity investments
Sercu, Piet
(
contributor
);
Vanpée, Rosanne
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003611565
Saved in:
5
Thin-trading effects in beta : bias v. estimation error
Sercu, Piet
(
contributor
);
Vandebroek, Martina
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003611579
Saved in:
6
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
-
2008
Persistent link: https://www.econbiz.de/10009010426
Saved in:
7
The smallest stocks are not just smaller : global evidence
Moor, Lieven de
;
Sercu, Piet
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
Saved in:
8
Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de
;
Sercu, Piet
- In:
Finance research letters
15
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552873
Saved in:
9
Estimating the costs of international equity investments
Sercu, Piet
;
Vanpée, Rosanne
- In:
Review of finance : journal of the European Finance …
12
(
2008
)
4
,
pp. 587-634
Persistent link: https://www.econbiz.de/10003802486
Saved in:
10
The exchange rate and purchasing power parity in arbitrage-free models of asset pricing
Sercu, Piet
- In:
Tijdschrift voor economie en management
50
(
2005
)
5
,
pp. 825-854
Persistent link: https://www.econbiz.de/10003211158
Saved in:
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