Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework
Year of publication: |
2019
|
---|---|
Authors: | Messis, Petros ; Alexandridis, Antonis K. ; Zapranis, Achilleas |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2019, 1 (11.12.), p. 218-240
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Herding behaviour and volatility in the Athens Stock Exchange
Messis, Petros, (2014)
-
Herding behaviour and volatility in the Athens Stock Exchange
Messis, Petros, (2014)
-
Asset pricing with time-varying betas for stocks traded on S&P 500
Messis, Petros, (2014)
- More ...