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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Share price"
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Share price
Beta risk
44
Betafaktor
44
CAPM
27
Estimation
19
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19
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12
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12
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11
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Abdymomunov, Azamat
1
Armitage, Seth
1
Barunik, Jozef
1
Benamraoui, Abdelfahid
1
Brzeszczynski, Janusz
1
Choudhry, Taufiq
1
Cline, Brandon N.
1
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1
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1
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1
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1
Taylor, Walton R. L.
1
Yi, Sang-bin
1
Yin, Shuxing
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Applied financial economics
Journal of financial econometrics
Review of quantitative finance and accounting
Applied economics
6
Journal of financial economics
6
International review of financial analysis
5
Emerging markets, finance and trade : EMFT
4
International journal of economics and finance
4
The journal of real estate finance and economics
4
Working paper / National Bureau of Economic Research, Inc.
4
CREATES research paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
3
Folia oeconomica Stetinensia : FOS
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international financial markets, institutions & money
3
Journal of risk finance : the convergence of financial products and insurance
3
NBER Working Paper
3
NBER working paper series
3
Pacific-Basin finance journal
3
Review of financial economics : RFE
3
The North American journal of economics and finance : a journal of financial economics studies
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2
Applied economics letters
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Applied mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Financial Studies : open access journal
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International journal of managerial finance : IJMF
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Journal of banking & finance
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Journal of econometrics
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Journal of forecasting
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Journal of investment management : JOIM
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Journal of monetary economics
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ECONIS (ZBW)
11
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1
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
2
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
3
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
4
Risk dynamics around restatement announcements
Salavei Bardos, Katsiaryna
;
Cline, Brandon N.
;
Koutmos, …
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10012233147
Saved in:
5
Stock price reaction to profit warnings : the role of time-varying betas
Yin, Shuxing
;
Mazouz, Khelifa
;
Benamraoui, Abdelfahid
; …
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10011979095
Saved in:
6
Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
Review of quantitative finance and accounting
44
(
2015
)
2
,
pp. 213-242
Persistent link: https://www.econbiz.de/10011327633
Saved in:
7
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
8
Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
9
Does downside beta matter in asset pricing?
Pedersen, Christian S.
;
Hwang, Soosung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 961-978
Persistent link: https://www.econbiz.de/10003538091
Saved in:
10
Beta, the Treynor ratio, and long-run investment horizons
Hodges, Charles W.
;
Taylor, Walton R. L.
;
Yoder, James A.
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 503-508
Persistent link: https://www.econbiz.de/10001770771
Saved in:
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