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1
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
2
Estimates of the ICAPM with regime-switching betas : evidence from four pacific rim economies
Chen, Shyh-wei
;
Huang, Nai-chuan
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 313-327
Persistent link: https://www.econbiz.de/10003446018
Saved in:
3
Realized betas and the cross-section of expected returns
Morana, Claudio
- In:
Applied financial economics
19
(
2009
)
16/18
,
pp. 1371-1381
Asset Pricing Model (
CAPM
) is found, where implementation is carried out in the realized beta framework proposed in this …
Persistent link: https://www.econbiz.de/10003886197
Saved in:
4
Time variation of
CAPM
betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
5
Dynamic asset beta measurement
Chen, Brandon
;
Reeves, Jonathan J.
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1655-1664
Persistent link: https://www.econbiz.de/10009715938
Saved in:
6
Does downside beta matter in asset pricing?
Pedersen, Christian S.
;
Hwang, Soosung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 961-978
Persistent link: https://www.econbiz.de/10003538091
Saved in:
7
Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
Saved in:
8
Street-smart asset pricing
Asthana, Vinay
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1371-1381
Persistent link: https://www.econbiz.de/10010259428
Saved in:
9
Size and value effects in Suriname
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010402664
Saved in:
10
Beta, size and returns : a study on the French Stock Exchange
Lilti, Jean-Jacques
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 13-20
Persistent link: https://www.econbiz.de/10001240717
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