EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Beta risk"
Narrow search

Narrow search

Year of publication
Subject
All
Betafaktor 1,867 Beta risk 1,854 CAPM 1,262 Theorie 680 Theory 680 Capital income 591 Kapitaleinkommen 591 Portfolio selection 590 Portfolio-Management 590 Estimation 522 Schätzung 522 Börsenkurs 377 Share price 377 Risiko 344 Risk 344 Aktienmarkt 221 Stock market 215 Risikoprämie 198 Risk premium 197 Volatility 183 Volatilität 183 USA 165 United States 165 Schätztheorie 127 Estimation theory 126 Anlageverhalten 123 Behavioural finance 123 Capital market returns 116 Kapitalmarktrendite 116 Beta 105 Kapitalkosten 99 Cost of capital 96 Deutschland 96 Germany 92 Welt 87 World 87 Prognoseverfahren 76 Forecasting model 75 ARCH model 72 ARCH-Modell 72
more ... less ...
Online availability
All
Free 625 Undetermined 447 CC license 32
Type of publication
All
Article 1,136 Book / Working Paper 741
Type of publication (narrower categories)
All
Article in journal 1,072 Aufsatz in Zeitschrift 1,072 Graue Literatur 200 Non-commercial literature 200 Arbeitspapier 195 Working Paper 195 Aufsatz im Buch 46 Book section 46 Hochschulschrift 34 Thesis 27 Collection of articles written by one author 7 Sammlung 7 Dissertation u.a. Prüfungsschriften 6 Conference paper 3 Forschungsbericht 3 Konferenzbeitrag 3 Bibliografie enthalten 2 Bibliography included 2 Article 1 Case study 1 Company information 1 Fallstudie 1 Firmeninformation 1 Ratgeber 1 Systematic review 1 Übersichtsarbeit 1
more ... less ...
Language
All
English 1,753 German 115 Undetermined 6 French 1 Hungarian 1 Italian 1 Spanish 1
more ... less ...
Author
All
Schwetzler, Bernhard 36 Lahmann, Alexander 34 Reeves, Jonathan J. 23 Faff, Robert W. 20 Gollier, Christian 20 Hollstein, Fabian 19 Brooks, Robert 18 Hammer, Benjamin 18 Bollerslev, Tim 16 Prokopczuk, Marcel 16 Campbell, John Y. 12 Andersen, Torben 11 Bali, Turan G. 11 Engle, Robert F. 11 Knoll, Leonhard 11 Todorov, Viktor 11 Vuolteenaho, Tuomo 11 Zhang, Lu 10 Diebold, Francis X. 9 Blitz, David 8 Christoffersen, Peter F. 8 Fabozzi, Frank J. 8 Fournier, Mathieu 8 Polk, Christopher 8 Welch, Ivo 8 Wese Simen, Chardin 8 Alexeev, Vitali 7 Cenesizoglu, Tolga 7 French, Jordan 7 Guvenen, Fatih 7 Kuntz, Laura-Chloé 7 Orbe-Mandaluniz, Susan 7 Schulhofer-Wohl, Sam 7 Wu, Jin 7 Yogo, Motohiro 7 Bai, Hang 6 Baker, Malcolm 6 Bianchi, Francesco 6 Caivano, Michele 6 Christiansen, Charlotte 6
more ... less ...
Institution
All
National Bureau of Economic Research 18 EconWPA 2 Econometric Society 2 Rodney L. White Center for Financial Research 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Centre for Actuarial Studies 1 Christian-Albrechts-Universität zu Kiel 1 Department of Econometrics and Business Statistics, Monash Business School 1 Eric Cuvillier <Firma> 1 European Commission / Directorate-General for Energy and Transport 1 Federal Reserve Bank of New York 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Harvard Institute of Economic Research 1 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 1 IDW-Verlag 1 Springer Fachmedien Wiesbaden 1 Technische Universität Braunschweig 1 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 1 University of Chicago / Center for Research in Security Prices 1 Verlagshaus Monsenstein & Vannerdat OHG 1 Weierstraß-Institut für Angewandte Analysis und Stochastik 1
more ... less ...
Published in...
All
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 51 Applied financial economics 24 Journal of financial economics 24 Applied economics 23 Journal of empirical finance 22 Finance research letters 21 International review of financial analysis 18 NBER working paper series 18 The journal of portfolio management : a publication of Institutional Investor 18 The review of financial studies 18 International review of economics & finance : IREF 17 Journal of financial and quantitative analysis : JFQA 17 Working paper / National Bureau of Economic Research, Inc. 17 The journal of investing 15 Corporate finance / Biz 14 NBER Working Paper 14 Journal of banking & finance 13 Journal of international financial markets, institutions & money 13 Review of quantitative finance and accounting 13 The European journal of finance 13 Global finance journal 11 Journal of econometrics 10 The journal of asset management 10 The journal of finance : the journal of the American Finance Association 10 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 10 Applied economics letters 9 International journal of economics and finance 9 Journal of multinational financial management 9 Management science : journal of the Institute for Operations Research and the Management Sciences 9 Managerial finance 9 Pacific-Basin finance journal 9 Research paper series / Swiss Finance Institute 9 The North American journal of economics and finance : a journal of financial economics studies 9 CREATES research paper 8 Economic modelling 8 Journal of emerging market finance 8 Journal of international money and finance 8 Journal of investment management : JOIM 8 Research in international business and finance 8 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 7
more ... less ...
Source
All
ECONIS (ZBW) 1,859 USB Cologne (EcoSocSci) 10 RePEc 7 EconStor 1
Showing 1 - 50 of 1,877
Cover Image
Tradable risk factors for institutional and retail investors
Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357636
Saved in:
Cover Image
Zero-beta risks and required returns : ESG and CAPM
Johnstone, David; Grant, Andrew - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015395995
Saved in:
Cover Image
Tobin's Q and shareholder value : does "shareholder return" impede investment?
Piluso, Nicolas - In: Review of financial economics : RFE 43 (2025) 1, pp. 3-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358755
Saved in:
Cover Image
When to bet against beta? : ask Google
Piccoli, Pedro - In: Borsa Istanbul Review 25 (2025) 2, pp. 374-387
In this paper, I document that investor attention negatively predicts betting against beta returns. Using Google Search Volumes toward US market indices as my proxy to attention, I find that this relation holds after controlling for competitive factors and different search terminologies and in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337410
Saved in:
Cover Image
Forecasting beta using ultra high frequency data
Zhou, Jian - In: Journal of forecasting 44 (2025) 2, pp. 485-496
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374057
Saved in:
Cover Image
Stock price delay and the cross-section of expected returns : a story of night and day
Yang, Ge; Yin, Ximing - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271597
Saved in:
Cover Image
Cross-sectionnal patterns in Moroccan sock returns : a Fama-French perspective
Benfeddoul, Safae; Taib, Asmâa Alaoui - In: International journal of economics and financial issues … 14 (2024) 6, pp. 182-194
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015095013
Saved in:
Cover Image
The dark side of "flight-to-safety" : evidence from macroeconomic tail risk beta
Yao, Shouyu; Wang, Chunfeng; Fang, Zhenming - In: Economics letters 241 (2024), pp. 1-3
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015077688
Saved in:
Cover Image
Cryptocurrency systematic risk dynamics
Bao Doan; Jayasuriya, Dulani; Lee, John B.; Reeves, … - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015077948
Saved in:
Cover Image
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga; Xu, Xia - In: Journal of empirical finance 76 (2024), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491900
Saved in:
Cover Image
Market power and systematic risk
Hollstein, Fabian; Prokopczuk, Marcel; Würsig, … - In: Financial management : FM 53 (2024) 2, pp. 233-266
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543720
Saved in:
Cover Image
Conditional CAPM relationships in standard and accounting risk approaches
Rutkowska-Ziarko, Anna; Markowski, Lesław; Abdou, … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534805
Saved in:
Cover Image
Green-adjusted share prices : a comparison between standard investors and investors with green preferences
Quaye, Enoch Nii Boi; Tunaru, Diana; Tunaru, Radu - In: Journal of financial stability 74 (2024), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083513
Saved in:
Cover Image
Asset pricing and the carbon beta of externalities
Edenhofer, Ottmar; Lessmann, Kai; Tahri, Ibrahim - In: Journal of environmental economics and management : … 125 (2024), pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015069859
Saved in:
Cover Image
Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2024
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their econometric properties in contrast to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015123509
Saved in:
Cover Image
Opacity and frequency dependence of beta
Ejaz, Sana; Volkov, Vladimir - In: Finance research letters 67 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062536
Saved in:
Cover Image
The welfare cost of ignoring the beta
Gollier, Christian - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045082
Saved in:
Cover Image
Financial ratio analysis of top 10 manufacturing companies of India
Khanm, Amreen; Bhanawat, Shurveer S. - In: Research bulletin / The Institute of Cost Accountants … 49 (2023) 2/3, pp. 66-84
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015176773
Saved in:
Cover Image
Optimal Inference for Spot Regressions
Bollerslev, Tim; Li, Jia; Ren, Yuexuan - 2023
Betas from return regressions are commonly used to measure systematic financial market risks. "Good" beta measurements are essential for a range of empirical inquiries in finance and macroeconomics. We introduce a novel econometric framework for the nonparametric estimation of time-varying betas...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354368
Saved in:
Cover Image
Change Point Detection in Beta Process with High Frequency Data
Chen, Dachuan; Feng, Long - 2023
High frequency regression has received more and more attention recent years. This is the first paper about detecting the change points in the beta process of high frequency regression. As an intermediate modelling approach between the constant beta and continuous beta process, this paper employs...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355756
Saved in:
Cover Image
Towards a deeper comprehension of unlevered betas in emerging markets : Gordon and a regression stock valuation model
Arana Barbier, Pablo José - In: International journal of economic policy in emerging … 17 (2023) 4, pp. 586-599
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014340073
Saved in:
Cover Image
Tracking "pure" systematic risk with realized betas for bitcoin and ethereum
Sanhaji, Bilel; Chevallier, Julien - In: Econometrics : open access journal 11 (2023) 3, pp. 1-36
Using the capital asset pricing model, this article critically assesses the relative importance of computing 'realized' betas from high-frequency returns for Bitcoin and Ethereum-the two major cryptocurrencies-against their classic counterparts using the 1-day and 5-day return-based betas. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014425687
Saved in:
Cover Image
Sources of wheat production technical inefficiency among smallholder farmers in Northwestern Ethiopia : beta regression approach
Endalew, Birara; Aynalem, Mezgebu; Anteneh, Adugnaw; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-18
Wheat production is dominated by a subsistence smallholder production system. Additionally, more than 4.7 million smallholder farmers are engaged in wheat production. However, poverty is chronic and pervasive among smallholder farmers. Hence, targeting the efficiency of wheat production is the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500805
Saved in:
Cover Image
Risk translation : how cryptocurrency impacts company risk, beta and returns
Field, Jack; Inci, Ahmet Can - In: Journal of capital markets studies 7 (2023) 1, pp. 5-21
Purpose - As cryptocurrencies continue to gain viability as an asset class, institutional investors and publicly traded firms have started taking investment positions in digital currencies. What firms may not be considering, however, is the effect these assets may have on their risk profiles....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014318194
Saved in:
Cover Image
Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022
Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29
The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014515083
Saved in:
Cover Image
International issuance of Sukuk and companies' systematic risk : n empirical study
Mseddi, Slim - In: Borsa Istanbul Review 23 (2023) 3, pp. 550-579
The study provides international empirical evidence that sukuk securitization positively impacts the systematic risk increase for originator companies. Using a market-based analysis of 68 sukuk issuances during 2004-2020, the study starts by dividing the full sample of sukuk by the announcement...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014308768
Saved in:
Cover Image
Forecasting Betas with Random Forests
Alanis, Emmanuel - 2023
It is common to estimate equity betas for private firms or non-traded assets through a comparable company analysis, we test if the Random Forest algorithm can provide superior forecasts. In out-of-sample tests from 1992 to 2018, we find that Random Forest forecasts produce substantially lower...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014265167
Saved in:
Cover Image
The Volatility Puzzle of the Beta Anomaly
Barroso, Pedro; Detzel, Andrew L.; Maio, Paulo F. - 2023
This paper shows that leading theories of the beta anomaly fail to explain the anomaly’s conditional performance. Abnormal returns and Sharpe ratios of betting-against-beta (BAB) factors rise following months with below-median realized volatility, even controlling for mispricing, limits to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014265205
Saved in:
Cover Image
Return direction forecasting : a conditional autoregressive shape model with beta density
Xie, Haibin; Sun, Yuying; Fan, Pengying - In: Financial innovation : FIN 9 (2023) 1, pp. 1-16
This paper derives a new decomposition of stock returns using price extremes and proposes a conditional autoregressive shape (CARS) model with beta density to predict the direction of stock returns. The CARS model is continuously valued, which makes it different from binary classification...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289111
Saved in:
Cover Image
Stock profiling using time-frequency-varying systematic risk measure
Mestre, Roman - In: Financial innovation : FIN 9 (2023) 1, pp. 1-29
This study proposes a wavelets approach to estimating time-frequency-varying betas in the capital asset pricing model (CAPM) framework. The dynamic of systematic risk across time and frequency is analyzed to investigate stock risk-profile robustness. Furthermore, we emphasize the effect of an...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289044
Saved in:
Cover Image
Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Beta-sorted portfolios-portfolios comprised of assets with similar covariation to selected risk factors-are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014330367
Saved in:
Cover Image
Beta-sorted portfolios
Cattaneo, Matias D.; Crump, Richard K.; Wang, Weining - 2023
Beta-sorted portfolios - portfolios comprised of assets with similar covariation to selected risk factors - are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014333333
Saved in:
Cover Image
Beta estimation in the European network regulation context : what matters, what doesn't, and what is indispensable
Bazhutov, Dmitry; Betzer, André; Stehle, Richard - In: Financial markets and portfolio management 37 (2023) 3, pp. 239-275
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014334132
Saved in:
Cover Image
A lattice approach to the Beta distribution induced by stochastic dominance : theory and applications
Braouezec, Yann; Cagnol, John - In: Journal of the Operational Research Society 74 (2023) 6, pp. 1424-1442
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014335393
Saved in:
Cover Image
Beta Coefficient as a Measure of Market Risk in Assessing Investment Attractiveness
Lukina, Yulia - 2023
The activity of any participant in the stock market (from a private non-professional investor to investment companies) is associated with a certain level of risk. An effective mechanism in the context of leveling investment risks can be an assessment of the investment attractiveness of stock...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254255
Saved in:
Cover Image
Empirical Asset Pricing with Score-Driven Conditional Betas
Giroux, Thomas; Royer, Julien; Zerbib, Olivier David - 2023
We develop a novel empirical asset pricing framework to estimate time-varying risk premia, building on the recently introduced score-driven conditional betas model. First, we extend the conditional betas theory by establishing the asymptotic distribution of standard tests statistics for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254385
Saved in:
Cover Image
Robust Realized Integrated Beta Estimator with Application to Dynamic Analysis of Integrated Beta
Oh, Minseog; Kim, Donggyu; Wang, Yazhen - 2023
In this paper, we develop a robust non-parametric realized integrated beta estimator using high-frequency financial data contaminated by microstructure noises, which is robust to the stylized features, such as the time-varying beta and the dependence structure of microstructure noises. With this...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254841
Saved in:
Cover Image
Beta Herding Towards Six Factors : Evidence from the European Region
Costa, Filipe; Fortuna, Natércia; Lobão, Júlio - 2023
We apply two state-space models based on the cross-sectional dispersion of the factor sensitivities of securities for extracting the time series of herding towards the market, size/growth (SMB), value (HML), operating profitability (RMW), investment (CMA) and momentum (WML) factors. The sample...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257502
Saved in:
Cover Image
Why are REIT Risk Premiums Currently so High? A Beta Decomposition Perspective
Hung, Mao-Wei; Wang, Ken P. Y.; Yen, Ju-Fang - 2023
The risk premiums on real estate investment trusts (REITs) have exceeded and remained higher than those of stocks since the financial crisis of 2007--2008. In this paper, we investigate the reason why. Using the Campbell-Shiller beta decomposition, we find that REIT returns are more sensitive to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257982
Saved in:
Cover Image
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 325-367
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013543164
Saved in:
Cover Image
Expanding the Fama-French Factor Model with the Industry Beta
Schmidt, Anatoly B. - 2023
Recently it was shown that the news-based stock pricing model (NBSPM) outperforms the momentum-enhanced five-factor Fama-French model (FF5M) for a representative list of holdings of the major US equity sector ETFs both in-sample (Schmidt 2023) and out-of-sample (Schmidt 2022). The leading term...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014349386
Saved in:
Cover Image
Performance of ESG-Integrated Smart Beta Strategies in Asia-Pacific Stock Markets
Tan, Yeng-May; Szulczyk, Kenneth; Sii, Yew-Hei - 2023
[enter Environmental, Social, and Governance (ESG) investing is about ethical investing. While ESG investing has garnered heightened attention, the research has not settled on whether ESG investing can “do well while doing good”. Using a proprietary ESG rating database of monthly...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014349698
Saved in:
Cover Image
Performance of ESG-Integrated Smart Beta Strategies in Asia-Pacific Stock Markets
Tan, Yeng-May; Szulczyk, Kenneth; Sii, Yew-Hei - 2023
Environment, Social, and Governance (ESG) investing is about ethical investing. While ESG investing has garnered heightened attention, the research has not settled on whether ESG investing can “do well while doing good”. Using a proprietary ESG rating database of monthly firm-specific data,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014350110
Saved in:
Cover Image
Investor sentiment, cross-sectional stock returns, and short-sales : evidence from Korea
Lee, Hyo-jeong - In: Global business and finance review 28 (2023) 3, pp. 117-135
Purpose: This study investigates the return co-movements associated with investor sentiment shifts in the cross-sections under a setting where market-wide sentiment interacts with short-sale impediments. Design/methodology/approach: This study estimates the return sensitivity to market sentiment...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014304634
Saved in:
Cover Image
Inflation and infrastructure sector returns in emerging markets : panel ARDL approach
Magweva, Rabson; Sibanda, Mabutho - In: Cogent economics & finance 8 (2020) 1, pp. 1-17
This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in the long and short run. It employed a panel autoregressive distributed lag (PARDL) model applying the mean group (MG), pooled mean group (PMG) and dynamic fixed effects (DFE)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012219374
Saved in:
Cover Image
Mispricing in linear asset pricing models
Kang, Qiang - In: Applied economics 57 (2025) 11, pp. 1196-1220
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331607
Saved in:
Cover Image
Smarter beta investing : dollar neutral, less beta, and more performance with traditional and sustainable factors
Bailer, Heiko - In: The journal of beta investment strategies 16 (2025) 1, pp. 22-36
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327267
Saved in:
Cover Image
Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects
Luo, Jiawen; Chen, Zhenbiao; Cheng, Mingmian - In: Journal of empirical finance 80 (2025), pp. 1-24
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329724
Saved in:
Cover Image
Market neutrality and beta crashes
Xu, Xia - In: Journal of empirical finance 80 (2025), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329733
Saved in:
Cover Image
Examining significance of "downside beta" as a measure of risk : evidence from Indian equity market
Menon, Sivakumar; Mohanty, Pitabas; Damodaran, Uday; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015396562
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...