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Fundamental driver of fund style drift
Galloppo, Giuseppe, (2017)
Examining CAPM in Today's Markets
Knox, Dave, (2011)
The CAPM and the High Frequency Trading: Will the CAPM hold good under the impact of high-frequency trading?
Ki, YoungHa, (2011)
The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets
Kim, Sangbae, (2002)
International stock market linkages : evidence from the Asian financial crisis
In, Francis Haeuck, (2002)
The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae, (2003)