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Modified beta and cross-sectional stock returns
Dennis, Steven A.
;
Simlai, Prodosh
;
Smith, William Steven
- In:
Research in finance
33
(
2018
),
pp. 75-104
Persistent link: https://www.econbiz.de/10012227938
Saved in:
2
A practitioner's guide to the CAPM : an empirical study
French, Jordan
- In:
Research in finance
34
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011956412
Saved in:
3
Estimating time-varying beta coefficients : an empirical study of US and ASEAN portfolios
French, Jordan
- In:
Research in finance
32
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011691509
Saved in:
4
Size, value, and momentum risk in the cross-section of average returns and volatility
Lindaas, Knut F.
;
Simlai, Prodosh
- In:
Research in finance
32
(
2016
),
pp. 109-144
Persistent link: https://www.econbiz.de/10011691511
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