Narrow search
Showing 31 - 40 of 732,309
Cover Image
Anomaly interactions and the cross-section of stock returns
Karell, Ville; Yeomans, Julian Scott - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10012064870
Cover Image
The impact of size and book-to-market among paired stocks
Mohrschladt, Hannes - In: The journal of asset management 19 (2018) 6, pp. 384-393
Persistent link: https://www.econbiz.de/10011958096
Cover Image
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Cover Image
Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil; Grundy, Bruce D.; Zeng, Qi - In: Journal of financial economics 110 (2013) 2, pp. 347-357
Persistent link: https://www.econbiz.de/10010208672
Cover Image
Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10010516687
Cover Image
The capital asset pricing model : a critical literature review
Rossi, Matteo - In: Global business & economics review 18 (2016) 5, pp. 604-617
Persistent link: https://www.econbiz.de/10011665485
Cover Image
Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit; Patel, Pratish - In: Finance research letters 24 (2018), pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
Cover Image
Comparison of a modified and classic Fama-French model for the Polish market
Urba´nski, Stanislaw - In: Folia oeconomica Stetinensia : FOS 17 (2017) 1, pp. 80-96
Persistent link: https://www.econbiz.de/10011780355
Cover Image
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
Cover Image
Empirical risk factors in realized stock returns
Novák, Jiří; Petr, Dalibor - 2009
Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price the assets or to determine the cost of...
Persistent link: https://www.econbiz.de/10010322253