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Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
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Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric; Rentz, William F.; Théoret, … - In: Finance : revue de l'Association Française de Finance 39 (2018) 3, pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
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Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
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The nexus between financial inclusion and bank profitability : a dynamic panel approach
Yakubu, Ibrahim Nandom; Musah, Alhassan - In: Journal of sustainable finance & investment 14 (2024) 2, pp. 430-443
Persistent link: https://www.econbiz.de/10014563838
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A new approach to estimating private returns to R&D
Cappelen, Ådne; Mohnen, Pierre A.; Raknerud, Arvid; … - 2023
This paper revisits the estimation of private returns to R&D. In an extension of the standard approach, we allow for … large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …
Persistent link: https://www.econbiz.de/10014335229
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Conventional and downside CAPM with higher-order moments : evidence from emerging markets
Markowski, Lesław - In: Equilibrium : quarterly journal of economics and … 19 (2024) 1, pp. 93-138
Persistent link: https://www.econbiz.de/10014520437
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Innovative efficiency and stock returns : should we care about nonlinearity?
Basse Mama, Houdou - In: Finance research letters 24 (2018), pp. 81-89
Persistent link: https://www.econbiz.de/10011982471
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Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L.; Kosev, Mitch; Sault, Stephen J. - In: Australian journal of management 36 (2011) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10009303259
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Multifactor Consumption Based Asset Pricing Models Using the US Stock Market as a Reference : Evidence from a Panel of Developed Economies
Hunter, John - 2014
In this paper we extend the time series analysis to the panel frame-work to test the C-CAPM driven by wealth references … section panel model with two-way error components. The empirical fi ndings of this two-factor model with various speci …
Persistent link: https://www.econbiz.de/10013066509