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ECONIS (ZBW)
4,757
RePEc
2
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1
The conditional relation between Fama-French betas and return
Koch, Stefan
;
Westheide, Christian
- In:
Schmalenbach business review : sbr
65
(
2013
)
4
,
pp. 334-358
Persistent link: https://www.econbiz.de/10010196962
Saved in:
2
The contributions of betas versus characteristics to the ESG premium
Ciciretti, Rocco
;
Dalò, Ambrogio
;
Dam, Lammertjan
- In:
Journal of empirical finance
71
(
2023
),
pp. 104-124
Persistent link: https://www.econbiz.de/10014293057
Saved in:
3
Global risk premia on international stock and bond markets
Oertmann, Peter
-
1997
Persistent link: https://www.econbiz.de/10000621233
Saved in:
4
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa
-
2003
Persistent link: https://www.econbiz.de/10003385465
Saved in:
5
The quest for beta : balancing risks with costs and returns
Keleher, Mark
;
Cashman, Jamie
;
Platt, Jon
;
Eiger, Keith
- In:
The journal of investing
19
(
2010
)
2
,
pp. 102-112
Persistent link: https://www.econbiz.de/10009304868
Saved in:
6
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
7
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
8
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
9
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:
10
Disentangling beta and value premium using macroeconomic risk factors
Espe, William
;
Simlai, Pradosh
- In:
Business economics : the journal of the National …
47
(
2012
)
2
,
pp. 104-118
Persistent link: https://www.econbiz.de/10009618849
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