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Reports of beta's death are premature : evidence from the UK
Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229
Persistent link: https://www.econbiz.de/10001249316
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The application of proxy methods for estimating the cost of equity for unlisted companies : evidence from listed firms
Sarmiento-Sabogal, Julio; Sadeghi, Mehdi; Sandoval, Juan S. - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1009-1031
Persistent link: https://www.econbiz.de/10012620034
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Firm size, beta and stock returns : evidence from Germany and the United Kingdom
Malin, Mirela; Veeraraghavan, Madhu - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10003791163
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Internet gambling stock returns : empirical evidence from the UK
Perez Liston, Daniel - In: International journal of managerial finance : IJMF 13 (2017) 1, pp. 36-49
Persistent link: https://www.econbiz.de/10011660508
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Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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Time-varying betas and the cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - In: The European journal of finance 10 (2004) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10002359594
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The classical approaches to testing the unconditional CAPM : UK evidence
Laura, Mehnaz Roushan; Ul Fahad, Nafiz - In: International journal of economics and finance 9 (2017) 3, pp. 220-232
Persistent link: https://www.econbiz.de/10011642386
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Dynamic panel cointegration approaches to the estimation of money demand functions
Jun, Sangjoon - In: Global economic review 33 (2004) 3, pp. 23-42
Persistent link: https://www.econbiz.de/10002652230
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Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Lillestøl, Jostein - 2000 - Rev.
alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of …
Persistent link: https://www.econbiz.de/10009612011