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CAPM, components of beta and t...
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1
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:
2
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
Saved in:
3
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
4
Economic uncertainty : mispricing and ambiguity premium
Cai, Charlie X.
;
Fu, Xi
;
Kerestecioglu, Semih
- In:
European financial management : the journal of the …
29
(
2023
)
5
,
pp. 1702-1751
Persistent link: https://www.econbiz.de/10014430235
Saved in:
5
Measuring the systematic
risk
of stocks using the capital asset pricing model
John, Abonongo
;
J., Ackora-Prah
;
Boateng, Kwasi
- In:
Journal of investment and management : JIM
6
(
2017
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10011780109
Saved in:
6
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
Saved in:
7
An empirical analysis of segmented pricing of bond systematic
risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
Saved in:
8
Measuring the stock's factor beta and identifying
risk
factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
9
Earnings beta
Ellahie, Atif
- In:
Review of accounting studies
26
(
2021
)
1
,
pp. 81-122
Persistent link: https://www.econbiz.de/10012498384
Saved in:
10
CAPM
verification using overnight and daytime returns
Kang, Dae Jin
;
Kim, Soo-hyun
- In:
Journal of derivatives and quantitative studies
28
(
2020
)
4
,
pp. 209-227
The capital asset pricing model has failed to explain the effect of systematic
risk
(referred to as beta) on actual …
Persistent link: https://www.econbiz.de/10012592728
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