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Temporary price trends in the stock market with rational agents

Ichkitidze, Yuri - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 103-117

Persistent link: https://www.econbiz.de/10012034517

Testing the validity of Fama French Five Factor Asset Pricing Model: evidence from Turkey

Zeren, Feyyaz; Yilmaz, Tayfun; Belke, Murat - In: Financial studies 23 (2019) 2, pp. 98-113

Fama and French introduced a five - Factor Asset Pricing Model (FF5), adding a new perspective to asset pricing models in the literature in 2015. The aim o f this paper is to investigate the validity of Fama French (2015) Five Factor Asset Pricing Model for 18 c ompanies whose shares are listed...

Persistent link: https://www.econbiz.de/10012037393

Patterns and pricing of idiosyncratic volatility in the French stock market

Liu, Zhentao; Nartea, Gilbert V.; Wu, Ji - In: Theoretical economics letters 8 (2018) 1, pp. 79-97

Persistent link: https://www.econbiz.de/10011842086

Asset pricing and downside risk in the Australian share market

Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350

Persistent link: https://www.econbiz.de/10011843179

Asymmetry in stock comovements : an entropy approach

Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507

Persistent link: https://www.econbiz.de/10011930502

The puzzling media effect in the Chinese stock market

Huang, Tzu-Lun - In: Pacific-Basin finance journal 49 (2018), pp. 129-146

Persistent link: https://www.econbiz.de/10012117680

Beware of the crash risk : tail beta and the cross-section of stock returns in China

Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881

Persistent link: https://www.econbiz.de/10012197122

Blind to carbon risk? : an analysis of stock market reaction to the Paris Agreement

Monasterolo, Irene; De Angelis, Luca - In: Ecological economics : the transdisciplinary journal of … 170 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012198071

The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries

Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23

Persistent link: https://www.econbiz.de/10011740671

The Fama-French five-factor model plus momentum : evidence for the german market

Dirkx, Philipp; Peter, Franziska Julia - In: Schmalenbach business review : sbr 72 (2020) 4, pp. 661-684

Persistent link: https://www.econbiz.de/10012429762