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"Leverage Effect" in country betas and volatilities?
Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
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Decomposition of durable consumption and equity returns
Ren, Yu; Wang, Qin - In: Applied economics letters 28 (2021) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10012415074
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Re-examining differences between momentum and time series momentum among individual stocks
Mu, Yuandong; He, Chaohua - In: Applied economics letters 26 (2019) 18, pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
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Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra; Rajib, Prabina - In: Applied economics letters 18 (2011) 4/6, pp. 567-574
Persistent link: https://www.econbiz.de/10009233520
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Robust estimation of systematic risk using the 't' distribution in the Chilean stock markets
Cademártori Rosso, David; Romo, Cecilia; Campos, Ricardo; … - In: Applied economics letters 10 (2003) 7, pp. 447-453
Persistent link: https://www.econbiz.de/10001766016
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An augmented Fama and French three-factor model : new evidence from an emerging stock market
Bundoo, Sunil Kumar - In: Applied economics letters 15 (2008) 13/15, pp. 1213-1218
Persistent link: https://www.econbiz.de/10003801375
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Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly
Hens, Thorsten; Naebi, Fatemeh - In: Applied economics letters 28 (2021) 6, pp. 501-507
Persistent link: https://www.econbiz.de/10012485058
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CAPM and the changing distribution of historical returns
Shahi, Chandana; Shaffer, Sherrill - In: Applied economics letters 24 (2017) 7/9, pp. 639-642
Persistent link: https://www.econbiz.de/10011713072
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Fund sentiment beta and delegated investment
Wang, Jian; Yi, Shangkun; Xiaoting Wang; Yang, Jun - In: Applied economics letters 28 (2021) 11, pp. 902-905
Persistent link: https://www.econbiz.de/10012589693
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Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M. - In: Applied economics letters 28 (2021) 7, pp. 590-593
Persistent link: https://www.econbiz.de/10012501545