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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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The relationships between beta coefficients in the classical and downside framework : evidence from Warsaw Stock Exchange
Markowski, Lesław - In: Contemporary Trends and Challenges in Finance : …, (pp. 45-53). 2018
Persistent link: https://www.econbiz.de/10013369300
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Konditionierte Information und Renditequerschnitt am Aktienmarkt
Erke, Burkhard - In: Private Versicherung und soziale Sicherung : …, (pp. 371-390). 2001
Persistent link: https://www.econbiz.de/10001587328
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Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan - 2019
Persistent link: https://www.econbiz.de/10012126157
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Diversify and purify factor premiums in equity markets
Carvalho, Raul Leote de; Lu, Xiao; Soupé, François; … - In: Factor investing : from traditional to alternative risk …, (pp. 73-97). 2017
Persistent link: https://www.econbiz.de/10011794906
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Zero-investment portfolio strategy and excess returns in ESG100 stocks
Parichat Sinlapates; Thawaree Chinnasaeng - In: Comparative analysis of trade and finance in emerging …, (pp. 51-66). 2023
Persistent link: https://www.econbiz.de/10014316845
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Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Li, Ming-yuan Leon - In: Emerging markets : identification, new developments and …, (pp. 57-80). 2010
Persistent link: https://www.econbiz.de/10009563149
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Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André; Brewer, Wayne - In: Business research : an illustrative guide to practical …, (pp. 77-98). 2023
Persistent link: https://www.econbiz.de/10014317750
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Testing the Overreaction Hypothesis on the Bist30 Index and Dow Jones : the case of the 2008 financial crisis
Özen, Ercan; Tetik, Metin - In: Contemporary issues in business economics and finance, (pp. 217-234). 2020
Persistent link: https://www.econbiz.de/10012630001
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Good beta bad alpha and a simple way out : an empirical studyof listed stocks on NSE
Sanghi, Neerja; Bansal, Gaura - In: International finance for infrastructure development, (pp. 272-285). 2013
Persistent link: https://www.econbiz.de/10009725205