Narrow search
Showing 1 - 10 of 291,669
Cover Image
The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
Cover Image
Beta Estimation with Stock Return Outliers : The Case of U.S. Pharmaceutical Companies
Theodossiou, Alexandra K. - 2009
Efficient estimation of the equity cost of public corporations is an essential component of computing the required rate … relies on the CAPM model to define the return risk premium, and the OLS method to estimate the beta risk coefficient required … verified on a sample of U.S. pharmaceutical companies by comparing the OLS estimation performance with that of our proposed …
Persistent link: https://www.econbiz.de/10013159450
Cover Image
Estimating beta
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 18 (2002) 2, pp. 95-118
Persistent link: https://www.econbiz.de/10001688738
Cover Image
Alternative estimates of the presidential premium
Campbell, Sean D.; Li, Canlin - 2004
Persistent link: https://www.econbiz.de/10002512038
Cover Image
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem; Zaied, Younes Ben; Ben Lahouel, Bechir; … - In: Research in international business and finance 64 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Cover Image
Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua; Woo, Chi-keung; Li, Ya; Liu, Yun - In: Applied economics letters 29 (2022) 2, pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
Cover Image
Stock market response to regulatory reports of deceptive advertising : the moderating effect of omission bias and firm reputation
Wiles, Michael A.; Jain, Shailendra P.; Mishra, Saurabh; … - In: Marketing science : the marketing journal of the … 29 (2010) 5, pp. 828-845
Persistent link: https://www.econbiz.de/10008736197
Cover Image
Essays in empirical asset pricing : liquidity, idiosyncratic risk, and the conditional risk-return relation
Koch, Stefan - 2010
Persistent link: https://www.econbiz.de/10008857286
Cover Image
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Cover Image
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410