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Linear Beta Pricing with Ineff...
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1
Linear beta pricing with inefficient benchmarks
Diacogiannis, George P.
;
Feldman, David
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500041-135000435
Persistent link: https://www.econbiz.de/10010198269
Saved in:
2
Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the
CAPM
NI, Xiaohui
;
MALEVERGNE, Yannick
;
SORNETTE, Didier
; …
Persistent link: https://www.econbiz.de/10010550280
Saved in:
3
Idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets
Switzer, Lorne N.
;
Picard, Alan
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 169-221
Persistent link: https://www.econbiz.de/10011434211
Saved in:
4
Delegated trade and the pricing of public and private information
Taylor, Daniel J.
;
Verrechia, Robert E.
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 8-32
Persistent link: https://www.econbiz.de/10011437509
Saved in:
5
Discussion of delegated trade and the pricing of public and private information
Bloomfield, Matthew J.
;
Bloomfield, Robert
- In:
Journal of accounting & economics
60
(
2015
)
2/3
,
pp. 104-109
Persistent link: https://www.econbiz.de/10011437512
Saved in:
6
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
7
Aggregate tail risk and expected returns
Chapman, David A.
;
Gallmeyer, Michael F.
;
Martin, J. Spencer
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
Saved in:
8
Idiosyncratic information and the cost of equity capital : a meta-analytic review of the literature
Schreder, Max
- In:
Journal of accounting literature : the official journal …
41
(
2018
),
pp. 142-172
Persistent link: https://www.econbiz.de/10012030539
Saved in:
9
Diagnostics to evaluate cost of capital measures : discussion of Christodoulou et al.
Bertomeu, Jeremy
- In:
Abacus : a journal of accounting, finance and business …
52
(
2016
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10011581807
Saved in:
10
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
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