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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)

Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10011427796

Test of capital market integration using Fama-French three-factor model : empirical evidence from India

Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127

Persistent link: https://www.econbiz.de/10012303099

Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange

Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289

Persistent link: https://www.econbiz.de/10012205614

Pricing of time-varying liquidity risk in Finnish stock market : new evidence

Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165

Persistent link: https://www.econbiz.de/10012207067

Predicting returns on asset markets of a small, open economy and the influence of global risks

Haab, David R.; Nitschka, Thomas - 2017

Persistent link: https://www.econbiz.de/10011794321

Strategic risk factors for Indian stock markets

Srivastava, Aman; Gupta, Prashant; Gupta, Rakesh - In: Theoretical economics letters 7 (2017) 6, pp. 1687-1701

Persistent link: https://www.econbiz.de/10011776563

Returns in over-the-counter stock markets

Jessup, Paul Frederick; Upson, Roger B. - 1973

Persistent link: https://www.econbiz.de/10000557206

Does sensitivity to cashflow news explain the value premium on European stock markets?

Nitschka, Thomas (contributor) - 2006

The decomposition of a European market return into cashflow and discount rate news components suggests that returns on European and country value portfolios react more sensitive to news about the European market returnś cashflows than the corresponding growth portfolios. This evidence is...

Persistent link: https://www.econbiz.de/10003355047

Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse

Ziegler, Andreas; Schröder, Michael; Schulz, Anja; … - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 59 (2007) 3, pp. 355-389

Persistent link: https://www.econbiz.de/10003462138

Nonlinear bivariate comovements of asset prices : methodology, tests and applications

Corazza, Marco; Malliaris, Anastasios G.; Scalco, Elisa - In: Computational economics 35 (2010) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003934115

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