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Semi-strong factors in asset r...
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71
Testing forecasting power of the conditional relationship between beta and return
Verma, Rahul
- In:
Journal of risk finance : the convergence of financial …
12
(
2011
)
1
,
pp. 69-77
Persistent link: https://www.econbiz.de/10008987153
Saved in:
72
CAPM
beta, size, book-to-market, and momentum in realized stock returns
Novák, Jiri
;
Petr, Dalibor
- In:
Finance a úvěr
60
(
2010
)
5
,
pp. 447-460
Persistent link: https://www.econbiz.de/10009009404
Saved in:
73
Fundamentals and the origin of Fama-French factors : the case of the Spanish market
DePeña, Francisco Javier
;
Forner, Carlos
; …
- In:
Finance a úvěr
60
(
2010
)
5
,
pp. 426-446
Persistent link: https://www.econbiz.de/10009009405
Saved in:
74
Investor perceptions and volatility within a risk-return framework
Berger, Dave
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1003-1010
Persistent link: https://www.econbiz.de/10009010335
Saved in:
75
Multifactor asset pricing analysis of the Baltic stock market
Lieksnis, Raimonds
- In:
Conference proceedings, september 16 - 17, 2010 / …
,
(pp. 233-241)
.
2010
Persistent link: https://www.econbiz.de/10009372802
Saved in:
76
Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381289
Saved in:
77
Testing the
CAPM
across observed and fundamental returns
Berger, Dave
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 625-636
Persistent link: https://www.econbiz.de/10009153240
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78
The high volume return premium : cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura T.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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79
Security returns, beta, size, and book-to-market equity : evidence from the Shanghai A-share market
Morelli, David
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10009507973
Saved in:
80
The state of the market and the contrarian strategy : evidence from China's stock market
Chen, Qiwei
;
Jiang, Ying
;
Li, Yuan
- In:
Journal of Chinese economic and business studies
10
(
2012
)
1
,
pp. 89-108
Persistent link: https://www.econbiz.de/10009510018
Saved in:
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