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The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi; Wang, Zhenyu - 1996
Persistent link: https://www.econbiz.de/10000588919
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Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor; Bollerslev, Tim - In: Journal of econometrics 157 (2010) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Risk and return : Consumption beta versus market beta
Mankiw, N. Gregory; Shapiro, Matthew D. - In: The review of economics and statistics 68 (1986) 3, pp. 452-459
Persistent link: https://www.econbiz.de/10003624721
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An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465
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Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model
Karathanasis, George; Kassimatis, Konstantinos; Spyrou, … - In: Accounting and finance : journal of the Accounting … 50 (2010) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10003964185
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The vitality of beta in the ASEAN stock markets
Aumeboonsuke, Vesarach - In: Investment management and financial innovations 11 (2014) 3, pp. 81-86
Persistent link: https://www.econbiz.de/10010512180
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The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period
Jatmiko, Dadang Prasetyo - In: Investment management and financial innovations 12 (2015) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010515867
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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