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Search: subject_exact:"Capital asset pricing model"
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ECONIS (ZBW)
192
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192
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1
Pension expenses, risk, and implications for stock returns
Taussig, Roi D.
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490885
Saved in:
2
Procrastination and intertemporal consumption : a three-period extension of the CAPM with irrational agents
Habis, Helga
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531535
Saved in:
3
The extreme temperature factor in asset pricing models : evidence from Europe
González Sánchez, Mariano
;
Arguedas Sanz, Raquel
;
San …
- In:
Finance research letters
66
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015057744
Saved in:
4
Opacity and frequency dependence of beta
Ejaz, Sana
;
Volkov, Vladimir
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062536
Saved in:
5
Reversal of Monday returns : it is the afternoon that matters
Pigorsch, Uta
;
Schäfer, Sebastian
- In:
Finance research letters
65
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014563770
Saved in:
6
Geopolitical risk and the dynamics of REITs returns
Coën, Alain
;
Desfleurs, Aurélie
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531761
Saved in:
7
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
8
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:
9
More than meets the eye : on the relationship between skewness and expected returns
Stein, Roberto
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490388
Saved in:
10
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:
11
The impact of the war in Ukraine on the idiosyncratic risk and the market risk
Soliman, Alain
;
Le Saout, Erwan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490425
Saved in:
12
Unraveling ESG ambiguity, price reaction, and trading volume
Jin, Yurong
;
Yan, Jingzhou
;
Yan, Qianhui
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490879
Saved in:
13
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
14
A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Xiao, Xiang
;
Hua, Xia
;
Qin, Kexin
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014530926
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15
A parsimonious analytically specified general equilibrium structure that spans discount rates
Obrimah, Oghenovo Adewale
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014531158
Saved in:
16
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
17
Potential pricing factors in the Korean market
Bang, Jeongseok
;
Kang, Yeonchan
;
Ryu, Doojin
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10015063069
Saved in:
18
The registration-based IPO reform and the cost of equity capital : evidence from China
Li, Qinyang
;
He, Liping
;
Gou, Xiao
;
Ren, Yao
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015061651
Saved in:
19
Common factors in the returns on cryptocurrencies
Jung, Woosung
;
Park, Haerang
- In:
Finance research letters
65
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014551883
Saved in:
20
ESG factors and the cross-section of expected stock returns : a LASSO-based approach
Bang, Jeongseok
;
Ryu, Doojin
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014551935
Saved in:
21
ESG controversy as a potential asset-pricing factor
Bang, Jeongseok
;
Ryu, Doojin
;
Webb, Robert I.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581636
Saved in:
22
Asset pricing with dividend surprises
Guo, Pancheng
;
Li, Shi
;
Wang, Yan
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014583552
Saved in:
23
Can prospect theory explain anomalies in the Chinese stock market?
Ao, Zhiming
;
Jiang, Xinru
;
Liang, Xinxin
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014631085
Saved in:
24
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:
25
The international integration of the term structure of expected market risk premia
Rubio, Gonzalo
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014633420
Saved in:
26
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
27
Green revenues and stock returns : cross-market evidence
Bassen, Alexander
;
Shu, Hao
;
Tan, Weiqiang
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472040
Saved in:
28
Retail attention and the FOMC equity premium
Monaco, Eleonora
;
Murgia, Lucia Milena
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472313
Saved in:
29
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
30
The smog that hovers : air pollution and asset prices
Guo, Lei
;
Han, Xing
;
Li, Youwei
- In:
Finance research letters
53
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472408
Saved in:
31
Which factors explain African stock returns?
Mbengue, Mohamed Lamine
;
Ndiaye, Bara
;
Sy, Oumar
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472774
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
Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna
;
Chan, Kam Fong
;
Malik, Ihtisham
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
Saved in:
34
The impact of EPU spillovers on the bond market volatility : global evidence
Gong, Yuting
;
Li, Xiao
;
Xue, Wenjun
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473341
Saved in:
35
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
36
Learning about unprecedented events : agent-based modelling and the stock market impact of COVID-19
Bazzana, Davide
;
Colturato, Michele
;
Savona, Roberto
- In:
Finance research letters
56
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014473609
Saved in:
37
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
38
Modified degree of operating leverage risk measure
Aharon, David Y.
;
Kroll, Yoram
;
Riff, Sivan
- In:
Finance research letters
51
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014291622
Saved in:
39
Can textual sentiment partially explain differences in the prices of dual-listed stocks?
Nyakurukwa, Kingstone
;
Seetharam, Yudhvir
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014637046
Saved in:
40
Realized semibetas and international stock return predictability
Amaya, Diego
;
Herrerias, Renata
;
Perez, Fernando
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015047322
Saved in:
41
Stop-loss adjusted labels for machine learning-based trading of risky assets
Hwang, Yoontae
;
Park, Junpyo
;
Lee, Yongjae
;
Lim, Dong-Young
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014581060
Saved in:
42
Modelling stock returns volatility with dynamic conditional score models and random shifts
Alanya-Beltran, Willy
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014574910
Saved in:
43
The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015)
Tam NguyenHuu
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014574913
Saved in:
44
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio
;
Hansen, Erwin
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Saved in:
45
Semibeta asset pricing in the Korean stock market
Chu, Pyung Kun
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240108
Saved in:
46
Does behavioral-motivated volatility effect explain the beta anomaly? : evidence from China
Zhao, Lu
;
Lin, Lei
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341295
Saved in:
47
Market prices, analysts' predictions, and Covid19
Taussig, Roi D.
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013341445
Saved in:
48
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
49
User cost of foreign monetary assets under dollarization
Yemba, Boniface P.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478605
Saved in:
50
Attention to Authority : the behavioural finance of Covid-19
Burke, Matt
;
Fry, John
;
Kemp, Sean
;
Woodhouse, Drew
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478777
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