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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

Il mercato azionario

Caparrelli, Franco - 1995 - 1. ed

Persistent link: https://www.econbiz.de/10000960606

Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

Andersen, Torben; Bollerslev, Tim; Frederiksen, Per; … - 2008

We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures...

Persistent link: https://www.econbiz.de/10003742083

Risk-return trade-off in emerging markets : evidence from Dhaka Stock Exchange Bangladesh

Mollik, Abu Taher; Bepari, M. Khokan - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 71-88

Persistent link: https://www.econbiz.de/10010520223

The impact of penny stocks on the pricing of companies listed on the Warsaw Stock Exchange in light of the CAPM

Urba´nski, Stanislaw; Jawor, Paweł; Urbański, Kacper - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10011419242

Implement Fama and French and capital asset pricing models in Saudi Arabia stock market

Aldaarmi, Abdulaziz; Abbodb, Maysam; Salameh, Hussein - In: The journal of applied business research 31 (2015) 3, pp. 953-968

Persistent link: https://www.econbiz.de/10011304796

Studying liquidity premium pricing, size, value and risk of market in Tehran stock exchange

Asl, Hassan Ghalibaf; Karimi, Mehdi; Eghbali, Elham - In: International journal of economics and finance 4 (2012) 9, pp. 164-174

Persistent link: https://www.econbiz.de/10009624511

Risk and return in the Tehran stock exchange

Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: The quarterly review of economics and finance : journal … 53 (2013) 3, pp. 238-256

Persistent link: https://www.econbiz.de/10010239560

Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)

Annaert, Jan; Mensah, Lord - In: Explorations in economic history : EEH 52 (2014), pp. 22-43

Persistent link: https://www.econbiz.de/10010381501

Investor heterogeneity and commonality in stock return and liquidity

Pan, Deng; Shi, Jing; Wu, Fei; Zhang, Bohui - In: Economic systems 39 (2015) 3, pp. 458-473

Persistent link: https://www.econbiz.de/10011532310