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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
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Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
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Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
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Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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Predictability of the Swiss stock market with respect to style
Scheurle, Patrick - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003915279
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Are there still portfolio diversification benefits in Eastern Europe? : aggregate versus sectoral stock market data
Aslanidis, Nektarios; Savva, Christos S. - In: The Manchester School 79 (2011) 6, pp. 1323-1352
Persistent link: https://www.econbiz.de/10009380865
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A two-pass model study of the CAPM : evidence from the UK stock market
Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Studies in economics and finance 29 (2012) 2, pp. 89-104
Persistent link: https://www.econbiz.de/10009559816
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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Conditional correlations and volatility links among gold, oil and Istanbul Stock Exchange sector returns
Gencer, Hatice Gaye; Kilic, Erdem - In: International journal of economics and financial issues … 4 (2014) 1, pp. 170-182
Persistent link: https://www.econbiz.de/10010520108