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~person:"Hommes, Cars H."
~person:"Jarrow, Robert A."
~person:"Rubio, Gonzalo"
~subject:"Spanien"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital asset pricing model"
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Hommes, Cars H.
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Rubio, Gonzalo
Forner, Carlos
3
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Miralles-Quirós, María del Mar
3
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ECONIS (ZBW)
8
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1
Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Martínez Sedano, Miguel Angel
;
Nieto, Belén
;
Rubio, …
- In:
International review of economics & finance : IREF
14
(
2005
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10002468118
Saved in:
2
The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo
- In:
The European journal of finance
4
(
1998
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
Saved in:
3
La evaluación de los fondos de inversión : el análisis de la composición mensual de las carteras
Rubio, Gonzalo
- In:
Revista española de economía
(
1992
),
pp. 7-32
Persistent link: https://www.econbiz.de/10001331335
Saved in:
4
Valoración de arbitraje con variables macroeconómicas : una investigación empírica usando datos españoles
Martínez Sedano, Miguel Angel
- In:
Información comercial española : ICE : revista de …
(
1991
),
pp. 122-138
Persistent link: https://www.econbiz.de/10001101084
Saved in:
5
A note on the seasonality in the risk-return relationship
Basarrate Urízar, Begoña
- In:
Investigaciones económicas
14
(
1990
)
2
,
pp. 311-318
Persistent link: https://www.econbiz.de/10001087915
Saved in:
6
The stock market in Spain : performance, structure, and the behavior of asset prices
Rubio, Gonzalo
- In:
Finanzmarkt und Portfolio-Management
4
(
1990
)
4
,
pp. 332-354
Persistent link: https://www.econbiz.de/10001218042
Saved in:
7
Further international evidence on asset pricing : the case of the Spanish capital market
Rubio, Gonzalo
- In:
Journal of banking & finance
12
(
1988
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10001048590
Saved in:
8
Análisis multivariante del cero-beta CAPM : el mercado español de capitales
Rubio, Gonzalo
- In:
Revista española de economía
3
(
1986
)
2
,
pp. 343-365
Persistent link: https://www.econbiz.de/10001035592
Saved in:
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