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Testing the CAPM across observed and fundamental returns

Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636

Persistent link: https://www.econbiz.de/10009153240

Investor perceptions and volatility within a risk-return framework

Berger, Dave - In: Applied financial economics 20 (2010) 13/15, pp. 1003-1010

Persistent link: https://www.econbiz.de/10009010335

Financial turbulence and beta estimation

Berger, Dave - In: Applied financial economics 23 (2013) 1/3, pp. 251-263

Persistent link: https://www.econbiz.de/10009718964

Investor sentiment : a retail trader activity approach

Berger, Dave - In: Review of accounting & finance 21 (2022) 2, pp. 61-82

Persistent link: https://www.econbiz.de/10013368242

EARNINGS CONFERENCE CALLS AND INSTITUTIONAL MONITORING : EVIDENCE FROM TEXTUAL ANALYSIS

Amoozegar, Arash; Berger, Dave; Cao, Xueli; … - In: Journal of Financial Research 43 (2019) 1, pp. 5-36

Persistent link: https://www.econbiz.de/10012192033

On Valuing Human Capital And Relating it to Macro-Economic Conditions

Berger, Dave - 2016

Human capital is the largest component of aggregate wealth, but its relation to other macroeconomic variables is murky due to the lack of market prices. Valuing human capital using historical costs or expected income is characterized by substantial measurement error. We develop a human capital...

Persistent link: https://www.econbiz.de/10013006874

Time variability in market risk aversion

Berger, Dave; Turtle, Harry J. - In: The journal of financial research 32 (2009) 3, pp. 285-307

Persistent link: https://www.econbiz.de/10003966449

International diversification with frontier markets

Berger, Dave; Kuntara Pukthuanthong; Yang, J. Jimmy - In: Journal of financial economics 101 (2011) 1, pp. 227-242

Persistent link: https://www.econbiz.de/10009242887

Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Kuntara Pukthuanthong; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

Market fragility and international market crashes

Berger, Dave; Kuntara Pukthuanthong - In: Journal of financial economics 105 (2012) 3, pp. 542-564

Persistent link: https://www.econbiz.de/10009666809