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ECONIS (ZBW)
404
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1
Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India
Vijaya, C.
;
Thenmozhi, M.
- In:
Decision : official journal of Indian Institute of …
51
(
2024
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014566032
Saved in:
2
Shrinking the capital costs and beta risk impediments through ESG : study of an emerging market
Gupta, Santushti
;
Aggarwal, Divya
- In:
Asian review of accounting
32
(
2024
)
2
,
pp. 249-277
Persistent link: https://www.econbiz.de/10014512760
Saved in:
3
Is the Korean green premium in equilibrium?
Eom, Yunsung
;
Kang, Young Dae
;
Sohn, Wook
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 245-260
Persistent link: https://www.econbiz.de/10014534893
Saved in:
4
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
5
Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
Saved in:
6
What drives green betas? : climate uncertainty or speculation
Polat, Onur
;
Demirer, Rıza
;
Ekši, İbrahim Halil
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490213
Saved in:
7
Shedding light on the relationship between ESG ratings and systematic risk
Pistolesi, Francesco
;
Teti, Emanuele
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490422
Saved in:
8
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
9
The S&P 500 index inclusion effect : evidence from the options market
Coakley, Jerry
;
Dotsis, George
;
Kourtis, Apostolos
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1157-1171
Persistent link: https://www.econbiz.de/10014470069
Saved in:
10
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
11
Market response to environmental social and governance performance : a global analysis
Khan, Muhammad Arif
;
Khan, Ashraf
;
Hassan, M. Kabir
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451517
Saved in:
12
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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13
Sentiment and the cross-section of expected stock returns
Jacoby, Gady
;
Liao, Chi
;
Lin, Nanying
;
Lu, Lei
- In:
The financial review : the official publication of the …
59
(
2024
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10014543991
Saved in:
14
The booms and busts of beta arbitrage
Huang, Shiyang
;
Liu, Xin
;
Lou, Dong
;
Polk, Christopher
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5367-5385
Persistent link: https://www.econbiz.de/10015047126
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15
Market-based, accounting-based, and composite-based beta forecasting
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015049988
Saved in:
16
Nonlinear factor returns in the US equity market
Clarke, Roger G.
;
DeSilva, Harindra
;
Thorley, Steven
- In:
Financial analysts journal : FAJ
80
(
2024
)
3
,
pp. 76-102
Persistent link: https://www.econbiz.de/10015050473
Saved in:
17
On the other side of hedge fund equity trades
Cui, Xinyu
;
Kolokolova, Olga
;
Wang, Jiaguo
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3684-3710
Persistent link: https://www.econbiz.de/10014551965
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18
Biweekly performance of low-risk anomalies over the FOMC cycle
Yun, Jaesun
;
Kwon, Kyungyoon
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631107
Saved in:
19
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
20
Unemployment beta and the cross-section of stock returns : evidence from Australia
Nhan Huynh
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248595
Saved in:
21
Betting against beta with intraday and overnight signals
Insana, Alessandra
- In:
International review of financial analysis
86
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014248995
Saved in:
22
The effects of herding on betas and idiosyncratic risk
Messis, Petros
;
Alexandridis, Antonis
;
Zapranis, Achilleas
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10013547876
Saved in:
23
Sentiment beta and asset prices : evidence from China
Lin, Fengjiao
;
Qiu, Zhigang
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
1
,
pp. 78-89
Persistent link: https://www.econbiz.de/10013547967
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24
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
Saved in:
25
Income elasticity of demand and stock market beta
Bhadra, Madhusmita
;
Kim, Doyeon
- In:
International finance : the only journal bridging the …
26
(
2023
)
2
,
pp. 225-240
Persistent link: https://www.econbiz.de/10014326564
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26
A remark on mean-semivariance behaviour : downside risk and capital asset pricing
Venkataraman, Sree Vinutha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2683-2695
Persistent link: https://www.econbiz.de/10014327577
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27
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
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28
Mean reversals and stock market overreactions : further evidence from India
Saji, T. G.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
4
,
pp. 467-477
Persistent link: https://www.econbiz.de/10014331571
Saved in:
29
Downside risk and profitability ratios : the case of the New York Stock Exchange
Rutkowska-Ziarko, Anna
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014485591
Saved in:
30
The role of a green factor in stock prices : when Fama and French go green
Gimeno, Ricardo
;
González, Clara I.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014490055
Saved in:
31
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
32
Market Beta is not dead : an approach from Random Matrix Theory
Molero-González, L.
;
Trinidad Segovia, Juan Evangelista
; …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472964
Saved in:
33
How smart is an momentum strategy? : an empirical study of Indian equities
Nigam, Apurv
;
Pandey, Piyush
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 21-37
Persistent link: https://www.econbiz.de/10014474566
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34
Betting against low nominal prices : evidence from China
Zhang, Bing
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 476-500
Persistent link: https://www.econbiz.de/10014474579
Saved in:
35
The beta anomaly and the quality effect in international stock markets
Bradrania, Reza
;
Veron, Jose Francisco
;
Wu, Winston
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014456700
Saved in:
36
Beta, value, and growth : do dichotomous risk-preferences explain stock returns?
Montone, Maurizio
- In:
Journal of behavioral and experimental finance
39
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014457476
Saved in:
37
Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets
Tan, Yeng-May
;
Szulczyk, Kenneth
;
Sii, Yew-Hei
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014458440
Saved in:
38
Factor beta, overnight and intraday expected returns in China
Ye, Zhengke
;
Jiang, Danling
;
Luo, Yunfeng
- In:
Global finance journal
56
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478880
Saved in:
39
Active mutual funds : beware of smart beta ETFs!
Le, Thanh Dat
- In:
Global finance journal
56
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478931
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40
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
41
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
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42
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
43
How do investors price accrual risk during crises?
Alhenawi, Yasser
;
Hassan, M. Kabir
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
Saved in:
44
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:
45
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
46
Risk-weighted cryptocurrency indices
Feng, Wenjun
;
Zhang, Zhengjun
- In:
Finance research letters
51
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014291558
Saved in:
47
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
48
Is the beta anomaly real? : a correction in existing theories of cost of capital and asset pricing
Kumar, Vinod
- In:
Journal of emerging market finance
22
(
2023
)
2
,
pp. 135-163
Persistent link: https://www.econbiz.de/10014292127
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49
The contributions of betas versus characteristics to the ESG premium
Ciciretti, Rocco
;
Dalò, Ambrogio
;
Dam, Lammertjan
- In:
Journal of empirical finance
71
(
2023
),
pp. 104-124
Persistent link: https://www.econbiz.de/10014293057
Saved in:
50
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
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