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~person:"Cakici, Nusret"
~person:"Li, Bob"
~subject:"CAPM"
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Cakici, Nusret
Li, Bob
Chai, Daniel
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Pacific-Basin finance journal
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False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Cakici, Nusret
;
Zaremba, Adam
;
Bianchi, Robert
;
Pham, Nga
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013392350
Saved in:
2
Volume shocks and stock returns : an alternative test
Zhong, Angel
;
Chai, Daniel
;
Li, Bob
;
Chiah, Mardy
- In:
Pacific-Basin finance journal
48
(
2018
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012028016
Saved in:
3
Decomposition of book-to-market and the cross-section of returns for Chinese shares
Cakici, Nusret
;
Chatterjee, Sris
;
Topyan, Kudret
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 102-120
Persistent link: https://www.econbiz.de/10011535309
Saved in:
4
Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Li, Bob
;
Stork, Thomas
;
Chai, Daniel
;
Ee, Mong Shan
; …
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 19-31
Persistent link: https://www.econbiz.de/10010499729
Saved in:
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