Search Results - subject:"Conditional Model"

An analysis of the conditional relationship between risk and return in the Tehran stock exchange

Rezagholizadeh, Mahdieh; Lawell, C.-Y. Cynthia Lin; … - In: Iranian economic review : journal of University of Tehran 26 (2022) 1, pp. 79-107

Persistent link: https://www.econbiz.de/10013365474

Selectivity & market timing of Indian mutual fund managers : application of TM conditional and unconditional performance models

Peter, Sonia; Tomer, Joity - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 281-300

Persistent link: https://www.econbiz.de/10014414229

Assessing French departments' spending efficiency over time

Ayouba, Kassoum; Duboz, Marie-Line; Le Gallo, Julie - In: Applied economics 55 (2023) 59, pp. 6939-6964

Persistent link: https://www.econbiz.de/10014393183

The cross-section of expected stock returns and components of idiosyncratic volatility

Poudeh, Seyed Reza Tabatabaei; Fu, Chengbo - In: The journal of risk finance : JRF 23 (2022) 4, pp. 403-417

Persistent link: https://www.econbiz.de/10013370591

Gambling, risk appetite and asset pricing

de Carvalho, Carlos Viana; Cordeiro, Daniel; Ribeiro, … - 2018

Persistent link: https://www.econbiz.de/10011933957

Gambling, risk appetite and asset pricing

Carvalho, Carlos Viana de; Cordeiro, Daniel; Ribeiro, … - 2018 - This version: March 2018

A measure of the propensity to gamble in casinos constructed without any asset price data provides relevant information for asset pricing. This measure of risk appetite improves the fit of conditional asset pricing models such as the conditional CAPM, explains crosssectional differences in...

Persistent link: https://www.econbiz.de/10011817098

The effects of competition and collaboration on efficiency in the UK independent school sector

López-Torres, Laura; Johnes, Jill; Elliott, Caroline; … - In: Economic modelling 96 (2021), pp. 40-53

Persistent link: https://www.econbiz.de/10012745325

Evaluating fiscal effort in heterogeneous contexts using a conditional nonparametric frontier approach

Pedraja, Francisco M.; Polo, Cristina; Suárez … - In: Applied economics 52 (2020) 7, pp. 710-725

Persistent link: https://www.econbiz.de/10012197459

Assessment of new methods for incorporating contextual variables into efficiency measures : a Monte Carlo simulation

Cordero, Jose M.; Polo, Cristina; Santín, Daniel - In: Operational research : an international journal 20 (2020) 4, pp. 2245-2265

Persistent link: https://www.econbiz.de/10012306677

Evaluating the efficiency of municipalities in the presence of unobserved heterogeneity

Cordero, Jose M.; Polo, Cristina; Tzeremes, Nickolaos G. - In: Journal of productivity analysis : an official journal … 53 (2020) 3, pp. 377-390

Persistent link: https://www.econbiz.de/10012228843

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