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Is consumption risk priced in the stock market?
Semenov, Andrei - In: Journal of empirical finance 26 (2014), pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael; Velic, Adnan - 2018
Persistent link: https://www.econbiz.de/10011898916
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The risk-return relations : evidence from the Korean and Taiwan stock markets
Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied economics 39 (2007) 13/15, pp. 1905-1919
Persistent link: https://www.econbiz.de/10003535240
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A transmission of beta herding during subprime crisis in Taiwan's market : DCC-MIDAS approach
Chen, Yi-Chang; Wu, Hung-Che; Zhang, Yuanyuan; Kuo, … - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-16
demonstrates that herding is a key transmitter in Taiwan’s stock market. The significant estimation of DCC-MIDAS explains that the … reveals that herding forms in Taiwan’s markets during the subprime crisis period. …
Persistent link: https://www.econbiz.de/10012698399
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Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom - 1990
Persistent link: https://www.econbiz.de/10000803064
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Global risk premia on international stock and bond markets
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000621233
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On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
Ho, Ron Yiu Wah; Strange, Roger; Piesse, Jenifer - In: Journal of international financial markets, … 16 (2006) 3, pp. 199-214
Persistent link: https://www.econbiz.de/10003328566
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The industrial relationships in time-varying beta coefficients between Korea and United States
Park, Kwang Woo; Kim, Myeong Hwan - In: Applied economics 41 (2009) 13/15, pp. 1929-1938
Persistent link: https://www.econbiz.de/10003862771