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Security returns, beta, size,...
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71
The time variation of liquidity risk in US stock markets
Ludwig, Michael
- In:
Credit and capital markets : Kredit und Kapital
51
(
2018
)
2
,
pp. 205-225
Persistent link: https://www.econbiz.de/10011946201
Saved in:
72
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid
- In:
American journal of finance and accounting
5
(
2017
)
1
,
pp. 51-63
Persistent link: https://www.econbiz.de/10011834005
Saved in:
73
Daily beta adjustment : evidence from the Indian equity market
Bajpal, Shweta
;
Dixit, Alok
- In:
International journal of Indian culture and business …
15
(
2017
)
2
,
pp. 121-151
Persistent link: https://www.econbiz.de/10011845641
Saved in:
74
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
75
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
Saved in:
76
Risk and return nexus in Malaysian stock market : empirical evidence from
CAPM
Md. Isa, Abu Hassan
;
Puah, Chin-Hong
;
Yong, Ying-Kiu
- In:
Journal of international economic review
8
(
2015
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011415110
Saved in:
77
Conditional asset pricing in international equity markets
Huynh, Thanh D.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011748394
Saved in:
78
The effect of investor sentiment on betting against beta : a SEM approach towards beta anomaly
Abdollahi, Hooman
;
Ebrahimi, Seyed Babak
;
Tayebi, Hamed
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 201-206
Persistent link: https://www.econbiz.de/10011784476
Saved in:
79
The profitability of low-volatility
Blitz, David
;
Vidojevic, Milan
- In:
Journal of empirical finance
43
(
2017
),
pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
Saved in:
80
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
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