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The Conditional Relation betwe...
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171
Trading frequency anomalies in infant markets : the test for returns and sensitivity of shares and portfolios
Shamis Moh'd
;
Ravindran Ramasamy
;
Zulkifflee Mohamed
- In:
Inventi impact: emerging economies
(
2020
)
2
,
pp. 107-122
Persistent link: https://www.econbiz.de/10012648495
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172
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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173
Time-varying beta : the case study of the largest companies from the Polish, Czech, and Hungarian stock exchange
Dębski, Wiesław
;
Feder-Sempach, Ewa
;
Szczepocki, Piotr
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
13
,
pp. 3855-3877
Persistent link: https://www.econbiz.de/10012623485
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174
Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark
;
Wang, Shujing
;
Wei, K. C. John
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
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175
Earnings beta
Ellahie, Atif
- In:
Review of accounting studies
26
(
2021
)
1
,
pp. 81-122
Persistent link: https://www.econbiz.de/10012498384
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176
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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177
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
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pp. 115-137
Persistent link: https://www.econbiz.de/10012293241
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178
A quantitative investigation of the time-varying beta of the international
CAPM
: the case of North American and European equity portfolios
Tsuji, Chikashi
- In:
Journal of management research
9
(
2017
)
2
,
pp. 104-112
Persistent link: https://www.econbiz.de/10011671575
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179
The betting against beta anomaly : fact or fiction?
Buchner, Axel
;
Wagner, Niklas F.
- In:
Finance research letters
16
(
2016
),
pp. 283-289
Persistent link: https://www.econbiz.de/10011656225
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180
The precision of asset beta estimates
Lesseig, Vance
;
Payne, Janet D.
- In:
International journal of managerial finance : IJMF
13
(
2017
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011699287
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