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~isPartOf:"International review of economics & finance : IREF"
~subject:"Betafaktor"
~subject:"China"
~subject:"Derivative"
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International review of economics & finance : IREF
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Do realized betas exhibit up/down market tendencies?
Woodward, G. Thomas
;
Brooks, Robert
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 511-519
Persistent link: https://www.econbiz.de/10003881651
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2
Detecting hot and cold cycles using a Markov regime switching model : evidence from the Chinese A-share IPO market
Guo, Haifeng
;
Brooks, Robert
;
Shami, Roland G.
- In:
International review of economics & finance : IREF
19
(
2010
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10008669391
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