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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
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Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali; Dungey, Mardi H.; Yao, Wenying - In: Journal of empirical finance 40 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
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The profitability of low-volatility
Blitz, David; Vidojevic, Milan - In: Journal of empirical finance 43 (2017), pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - In: Journal of empirical finance 28 (2014), pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
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Improving the statistical power of financial event studies : the inverse variance weighted average-based test
Graça, Tarcisio Barroso da - In: Journal of empirical finance 17 (2010) 4, pp. 803-817
Persistent link: https://www.econbiz.de/10009267243
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Testing the martingale hypothesis for gross returns
Linton, Oliver; Smetanina, Ekaterina - In: Journal of empirical finance 38 (2016), pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
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Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
Zu, Yang; Boswijk, Herman Peter - In: Journal of empirical finance 41 (2017), pp. 53-75
Persistent link: https://www.econbiz.de/10011746959
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Is consumption risk priced in the stock market?
Semenov, Andrei - In: Journal of empirical finance 26 (2014), pp. 112-130
Persistent link: https://www.econbiz.de/10010472000
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Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
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Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim - In: Journal of empirical finance 34 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011557085