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Duration-adjusted betas
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date (oldest first)
1
Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin
- In:
International review of financial analysis
41
(
2015
),
pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
Saved in:
2
Assessing systematic risk using time series regression : an evidence from Indian capital market
Prakash R. P.
;
Yaragol, Prakash Basanna
- In:
The journal of Institute of Public Enterprise
41
(
2018
)
3/4
,
pp. 46-62
Persistent link: https://www.econbiz.de/10012023499
Saved in:
3
Beta
bubbles
Jylhä, Petri
;
Suominen, Matti
;
Tomunen, Tuomas
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012001522
Saved in:
4
Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob
;
Jeyasreedharan, Nagaratnam
;
Dungey, …
- In:
Journal of Asian economics
59
(
2018
),
pp. 29-47
Persistent link: https://www.econbiz.de/10012102893
Saved in:
5
An empirical investigation into the applicability of Fama-French Three Factor Model in explaining portfolio returns : evidence from non-financial firms on the Ghana stock exchange
Acheampong, Prince
;
Swanzy, Sydney Kwesi
- In:
International journal of financial research
7
(
2016
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10011560885
Saved in:
6
The relationship between return, price to earnings ratio, price to book value ratio, size and
beta
in different data period
Jatmiko, Dadang Prasetyo
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010515867
Saved in:
7
Beta
estimation
and thin trading : evidence from Bahrain bourse
Al Ajmi, Jasim
- In:
International journal of economics and finance
7
(
2015
)
7
,
pp. 163-177
Persistent link: https://www.econbiz.de/10011334091
Saved in:
8
Investor sentiment and economic forces
Shen, Junyan
;
Yu, Jianfeng
;
Zhao, Shen
- In:
Journal of monetary economics
86
(
2017
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011799122
Saved in:
9
Analysing assets' performance inside a portfolio : from crossed
beta
to the net risk premium ratio
Bosch-Badia, Maria-Teresa
;
Montllor i Serrats, Joan
; …
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-23
definition of crossed
beta
and the net risk premium ratio that stems from it. The latter fulfils the axioms of risk …
Persistent link: https://www.econbiz.de/10011877322
Saved in:
10
A lottery-demand-based explanation of the
beta
anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
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