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CAPM
China
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448
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355
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335
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334
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Chai, Daniel
5
Brailsford, Timothy J.
3
Chiah, Mardy
3
Faff, Robert W.
3
Ko, Kuan-Cheng
3
Zaremba, Adam
3
Zhong, Angel
3
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2
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2
Dinh Hoang Bach Phan
2
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2
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2
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2
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2
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2
Narayan, Paresh Kumar
2
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2
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2
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2
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2
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2
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1
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1
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1
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Pacific-Basin finance journal
100
Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
2
Pacific-Basin Finance Journal
1
Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
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ECONIS (ZBW)
100
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1
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1
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
2
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
3
Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lu, Chien-Lin
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
Saved in:
4
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
5
Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical asset pricing research in emerging markets
Chui, Andy C. W.
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
Saved in:
6
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
7
Risk factors in the Indonesian stock market
Li, Nanqi
;
Wei, Chishen
;
Zhang, Linti
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014463361
Saved in:
8
Comparing competing factor and characteristics models : evidence in Japan
Chou, Pin-huang
;
Ko, Kuan-Cheng
;
Rhee, S. Ghon
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463363
Saved in:
9
Mood seasonality around the globe
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463515
Saved in:
10
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
11
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
Saved in:
12
Revisiting the momentum effect in Taiwan : the role of persistency
Chen, Hong-Yi
;
Hsieh, Chia-Hsun
;
Lee, Cheng F.
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463758
Saved in:
13
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
14
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
Saved in:
15
Does betting against beta strategy work in major Asian Markets?
Sehgal, Sanjay
;
Rakhyani, Sarika
;
Deisting, Florent
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013552467
Saved in:
16
China's illiquidity premium : due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
17
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
18
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
Saved in:
19
Economic uncertainty and cross section of stock returns : Australian evidence
Simkus, Matthew
;
Truong, Helen
;
Hoang, Khoa
;
Huang, Ronghong
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013389482
Saved in:
20
Pairs trading and asset pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
Saved in:
21
Stock return asymmetry in China
Chen, Dongxu
;
Wu, Ke
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013380678
Saved in:
22
Turnover premia in China's stock markets
Zhang, Bing
;
Chen, Wei
;
Yeh, Chung-Ying
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013209696
Saved in:
23
Enhanced factor investing in the Korean stock market
Kim, Saejoon
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013258117
Saved in:
24
Beta estimation in New Zealand
Marshall, Ben R.
;
Nguyen, Nhut
;
Visaltanachoti, Nuttawat
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392315
Saved in:
25
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:
26
Green bond issuance and corporate cost of capital
Zhang, Ran
;
Li, Yanru
;
Liu, Yingzhu
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370228
Saved in:
27
The risk-return relation puzzle
Guo, Hui
;
Pai, Yu-Jou
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013370383
Saved in:
28
An inflation-based ICAPM in China
Zhang, Han
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013332514
Saved in:
29
Anomalies in the China A-share market
Jansen, Maarten
;
Swinkels, Laurens
;
Zhou, Weili
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013332523
Saved in:
30
Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns
Galicia-Sanguino, Lucía
;
Rojo-Suárez, Javier
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013332703
Saved in:
31
Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
Saved in:
32
Do factor models explain stock returns when prices behave explosively? : evidence from China
Wang, Shaoping
;
Yu, Lu
;
Zhao, Qing
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013252942
Saved in:
33
The influence of the SARS pandemic on asset prices
Song, Pengcheng
;
Ma, Xinxin
;
Zhang, Xuan
;
Zhao, Qin
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013252945
Saved in:
34
Which is the better fourth factor in China? : reversal or turnover?
Lin, Hung-Wen
;
Huang, Jing-Bo
;
Lin, Kun-Ben
;
Zhang, Joyce
; …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012491148
Saved in:
35
Shari'ah compliance requirements and the cost of equity capital
Karimov, Jamshid
;
Balli, Faruk
;
Balli, Hatice Ozer
;
De …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012491264
Saved in:
36
Dissecting anomalies in Islamic stocks : integrated or segmented pricing?
Zaremba, Adam
;
Karathanasopoulos, Andreas
;
Maydybura, Alina
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492002
Saved in:
37
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
Saved in:
38
Business sentiment and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Long, Huaigang
;
Zawadka, …
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
Saved in:
39
Asset pricing with an imprecise information set
Jacoby, Gady
;
Lee, Gemma
;
Paseka, Alexander
;
Wang, Yan
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 82-93
Persistent link: https://www.econbiz.de/10012133297
Saved in:
40
Choosing factors : Australian evidence
Chai, Daniel
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012231073
Saved in:
41
Which model best explains the returns of large Australian stocks?
Chai, Daniel
;
Chiah, Mardy
;
Gharghori, Philip
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 182-191
Persistent link: https://www.econbiz.de/10012169529
Saved in:
42
Religion based investing and illusion of Islamic Alpha and Beta
Naqvi, Bushra
;
Rizvi, S. K. A.
;
Mirza, Nawazish
;
Reddy, …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 82-106
Persistent link: https://www.econbiz.de/10012035611
Saved in:
43
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
44
Idiosyncratic volatility in the Australian equity market
Zhong, Angel
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 105-125
Persistent link: https://www.econbiz.de/10012033763
Saved in:
45
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
46
Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea
Pyo, Sujin
;
Lee, Jaewook
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012035052
Saved in:
47
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:
48
The puzzling media effect in the Chinese stock market
Huang, Tzu-Lun
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012117680
Saved in:
49
Price limits and the value premium in the Taiwan stock market
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lin, Lin
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
41
(
2017
),
pp. 26-45
Persistent link: https://www.econbiz.de/10011800487
Saved in:
50
The five-factor asset pricing model tests for the Chinese stock market
Guo, Bin
;
Zhang, Wei
;
Zhang, Yongjie
;
Zhang, Han
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 84-106
Persistent link: https://www.econbiz.de/10011800649
Saved in:
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