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CAPM, components of beta and t...
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Estimation
Schätzung
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Theorie
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Caporale, Guglielmo Maria
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267
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195
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182
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177
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163
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158
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147
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144
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139
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137
Narayan, Paresh Kumar
135
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126
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121
Fitzenberger, Bernd
121
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118
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118
Bauer, Thomas K.
117
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
112
Lechner, Michael
112
Van Reenen, John
110
Berg, Gerard J. van den
108
Dreger, Christian
108
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
103
Rycx, François
103
Winter-Ebmer, Rudolf
101
Chang, Tsangyao
100
Ours, Jan C. van
100
MacDonald, Ronald
97
Puhani, Patrick A.
97
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96
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95
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Internationaler Währungsfonds / Research Department
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Federal Reserve Bank of St. Louis
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Verlag Dr. Kovač
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Journal of econometrics
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Journal of international money and finance
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CESifo Working Paper Series
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Finance research letters
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Applied financial economics
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Journal of banking & finance
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Journal of applied econometrics
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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International review of financial analysis
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Kiel working paper
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Labour economics : official journal of the European Association of Labour Economists
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
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IMF working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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RePEc
280
Other ZBW resources
38
EconStor
20
BASE
15
ArchiDok
1
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1
Systematic
risk
and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
2
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
Saved in:
3
Economic uncertainty : mispricing and ambiguity premium
Cai, Charlie X.
;
Fu, Xi
;
Kerestecioglu, Semih
- In:
European financial management : the journal of the …
29
(
2023
)
5
,
pp. 1702-1751
Persistent link: https://www.econbiz.de/10014430235
Saved in:
4
Measuring the systematic
risk
of stocks using the capital asset pricing model
John, Abonongo
;
J., Ackora-Prah
;
Boateng, Kwasi
- In:
Journal of investment and management : JIM
6
(
2017
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10011780109
Saved in:
5
Estimating and testing beta pricing models on industries
Hammami, Yacine
;
Lindahl, Anna
- In:
Journal of economics & business
69
(
2013
),
pp. 45-63
Persistent link: https://www.econbiz.de/10010236663
Saved in:
6
An empirical analysis of segmented pricing of bond systematic
risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
Saved in:
7
Measuring the stock's factor beta and identifying
risk
factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
8
Earnings beta
Ellahie, Atif
- In:
Review of accounting studies
26
(
2021
)
1
,
pp. 81-122
Persistent link: https://www.econbiz.de/10012498384
Saved in:
9
CAPM
verification using overnight and daytime returns
Kang, Dae Jin
;
Kim, Soo-hyun
- In:
Journal of derivatives and quantitative studies
28
(
2020
)
4
,
pp. 209-227
The capital asset pricing model has failed to explain the effect of systematic
risk
(referred to as beta) on actual …
Persistent link: https://www.econbiz.de/10012592728
Saved in:
10
Aggregate distress
risk
and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
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