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Baryonic beta dynamics : an ec...
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1
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:
2
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
3
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa
-
2003
Persistent link: https://www.econbiz.de/10003385465
Saved in:
4
Price of long-run temperature shifts in capital markets
Bansal, Ravi
;
Kiku, Dana
;
Ochoa, Marcelo
-
2016
Persistent link: https://www.econbiz.de/10011538930
Saved in:
5
Testing
beta
-pricing models using large cross-sections
Raponi, Valentina
;
Robotti, Cesare
;
Zaffaroni, Paolo
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829
Saved in:
6
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
7
Best practice for cost-of-capital estimates
Levi, Yaron
;
Welch, Ivo
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 427-464
Persistent link: https://www.econbiz.de/10011742050
Saved in:
8
Traditional
beta
, downside
risk
beta
and market
risk
premiums
Kaplanski, Guy
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 636-653
Persistent link: https://www.econbiz.de/10002468139
Saved in:
9
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
10
The consumption-income ratio, entrepreneurial
risk
, and the U.S. stock market
Hoffmann, Mathias
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1259-1292
Persistent link: https://www.econbiz.de/10010466585
Saved in:
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