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Beta and size revisited : evid...
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91
Autoregressive conditional betas
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015073921
Saved in:
92
In search of risk premium : impirical evidence based on generalized consumption; beta model
Yamakawa, Tetsufumi
-
1989
Persistent link: https://www.econbiz.de/10000137860
Saved in:
93
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa
-
2003
Persistent link: https://www.econbiz.de/10003385465
Saved in:
94
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
95
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
96
Disentangling beta and value premium using macroeconomic risk factors
Espe, William
;
Simlai, Pradosh
- In:
Business economics : the journal of the National …
47
(
2012
)
2
,
pp. 104-118
Persistent link: https://www.econbiz.de/10009618849
Saved in:
97
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.
;
Hsu, Jason C.
;
Kalesnik, Vitali
; …
- In:
Journal of investment management : JOIM
11
(
2013
)
4
,
pp. 22-39
Persistent link: https://www.econbiz.de/10010357098
Saved in:
98
Estimating and testing beta pricing models on industries
Hammami, Yacine
;
Lindahl, Anna
- In:
Journal of economics & business
69
(
2013
),
pp. 45-63
Persistent link: https://www.econbiz.de/10010236663
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99
What drives the premium labour model, beta instability risk or human capital? : evidence for the UK
Soufian, Mona
;
McMillan, David G.
;
Horsburgh, Stuart
- In:
Managerial finance
39
(
2013
)
12
,
pp. 1188-1200
Persistent link: https://www.econbiz.de/10010197615
Saved in:
100
Can CRRA preferences explain
CAPM
-anomalies in the cross-section of stock returns?
Elmiger, Sabine
-
2013
Persistent link: https://www.econbiz.de/10010256374
Saved in:
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