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Baryonic beta dynamics : an ec...
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41
Time-varying roles of housing
risk
factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
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42
Does momentum trading generate extra downside
risk
?
Dobrynskaja, V. V.
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013367660
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43
Bear
beta
or speculative
beta
? : reconciling the evidence on downside
risk
premium
Wang, Tong
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 325-367
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44
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
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45
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
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46
Cross-sectional relationship between
beta
and realized returns in emerging markets
Khataybeh, Mohammad A.
;
Abdulaziz, Mohamad
;
Marashdeh, Zyad
- In:
Applied economics quarterly
65
(
2019
)
2
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012293241
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47
The classical approaches to testing the unconditional
CAPM
: UK evidence
Laura, Mehnaz Roushan
;
Ul Fahad, Nafiz
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 220-232
Persistent link: https://www.econbiz.de/10011642386
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48
Yes,
CAPM
is dead
Lai, Tsong-yue
;
Stohs, Mark Hoven
- In:
International journal of business
20
(
2015
)
2
,
pp. 144-158
Persistent link: https://www.econbiz.de/10011286487
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49
Shrinking
beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
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50
Multifactor
risk
loadings and abnormal returns under uncertainty and learning
Salotti, Simone
;
Trecroci, Carmine
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
3
,
pp. 393-404
Persistent link: https://www.econbiz.de/10010492632
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