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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Marshall, Cara M. - In: Applied economics 47 (2015) 1/3, pp. 1-11
Persistent link: https://www.econbiz.de/10010463955
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio - In: Applied economics 47 (2015) 58/60, pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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Downside risk measures and equity returns in the NYSE
Chen, Dar-hsin; Chen, Chun-Da; Chen, Jianguo - In: Applied economics 41 (2009) 7/9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10003842299
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Should emerging market investors buy commodities?
Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246
Persistent link: https://www.econbiz.de/10011294620
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The effects of multilateral trading systems on risk and return in equity markets
Ramiah, Vikash; Moosa, Imad A.; Huy Nguyen Anh Pham; … - In: Applied economics 47 (2015) 43/45, pp. 4777-4792
Persistent link: https://www.econbiz.de/10011380787
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How is β related to asset returns?
Bollen, Bernard; Gharghori, Philip - In: Applied economics 48 (2016) 19/21, pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029