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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
2
Simpler better market betas
Welch, Ivo
-
2019
Persistent link: https://www.econbiz.de/10012064525
Saved in:
3
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
4
Worker betas : five facts about systematic earnings risk
Guvenen, Fatih
;
Schulhofer-Wohl, Sam
;
Song, Jae
;
Yogo, …
-
2017
Persistent link: https://www.econbiz.de/10011619017
Saved in:
5
Costs of capital under credit risk
Reichling, Peter
;
Zbandut, Anastasiia
-
2017
Persistent link: https://www.econbiz.de/10011593212
Saved in:
6
Price of long-run temperature shifts in capital markets
Bansal, Ravi
;
Kiku, Dana
;
Ochoa, Marcelo
-
2016
Persistent link: https://www.econbiz.de/10011538930
Saved in:
7
The risk anomaly tradeoff of leverage
Baker, Malcolm
;
Hoeyer, Mathias F.
;
Wurgler, Jeffrey
-
2016
Persistent link: https://www.econbiz.de/10011457650
Saved in:
8
Rare events, financial crises, and the cross-section of asset returns
Bianchi, Francesco
-
2015
Persistent link: https://www.econbiz.de/10010510625
Saved in:
9
Do foreign firm betas change during cross-listing?
Lewis, Karen K.
-
2015
Persistent link: https://www.econbiz.de/10010518724
Saved in:
10
The CAPM strikes back? : an investment model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Zhang, Lu
-
2015
Persistent link: https://www.econbiz.de/10010502721
Saved in:
11
Understanding defensive equity
Novy-Marx, Robert
-
2014
Persistent link: https://www.econbiz.de/10010431331
Saved in:
12
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
13
Growth or glamour? : Fundamentals and systematic risk in stock returns
Campbell, John Y.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
-
2005
Persistent link: https://www.econbiz.de/10002925725
Saved in:
14
Speculative betas
Hong, Harrison G.
;
Sraer, David
-
2012
Persistent link: https://www.econbiz.de/10009679642
Saved in:
15
Conditional betas
Santos, Tano
;
Veronesi, Pietro
-
2004
Persistent link: https://www.econbiz.de/10002019227
Saved in:
16
Bad beta, good beta
Campbell, John Y.
;
Vuolteenaho, Tuomo
-
2003
Persistent link: https://www.econbiz.de/10001738791
Saved in:
17
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001795748
Saved in:
18
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
19
Measuring change in self-report data : it's as easy as alpha beta gamma
Dowling, Grahame R.
-
1991
Persistent link: https://www.econbiz.de/10000847110
Saved in:
20
Risk and return : consumption versus market beta
Mankiw, N. Gregory
;
Shapiro, Matthew D.
-
1984
Persistent link: https://www.econbiz.de/10002421634
Saved in:
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