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European capital market integration: An empirical study based on a European asset pricing model
Morelli, David - In: Journal of international financial markets, … 20 (2010) 4, pp. 363-376
Persistent link: https://www.econbiz.de/10008705368
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Capital asset pricing model on UK securities using ARCH
Morelli, David - In: Applied financial economics 13 (2003) 3, pp. 211-224
Persistent link: https://www.econbiz.de/10007657256
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The robustness of tests of structural change in equity returns using factor analysis
Morelli, David - In: Applied economics 34 (2002) 2, pp. 241-252
Persistent link: https://www.econbiz.de/10007665541
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Beta, size, book-to-market equity and returns: A study based on UK data
Morelli, David - In: Journal of multinational financial management 17 (2007) 3, pp. 257
Persistent link: https://www.econbiz.de/10007739009
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Capital market integration: evidence from the G7 countries
Morelli, David - In: Applied financial economics 19 (2009) 13, pp. 1043-1058
Persistent link: https://www.econbiz.de/10008265151
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The relationship between conditional stock market volatility and conditional macroeconomic volatility - Empirical evidence based on UK data
Morelli, David - In: International review of financial analysis 11 (2002) 1, pp. 101
Persistent link: https://www.econbiz.de/10007168466
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Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market
Morelli, David - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10009829667
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Capital market integration: evidence from the G7 countries
Morelli, David - In: Applied financial economics 19 (2009) 13-15, pp. 1043-1058
Persistent link: https://www.econbiz.de/10008284594
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Joint conditionality in testing the beta-return relationship: Evidence based on the UK stock market
Morelli, David - In: Journal of international financial markets, … 21 (2011) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008768512
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HEDGING REAL ESTATE RISK
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: The journal of portfolio management : a publication of … 35 (2009) 5, pp. 92-103
Persistent link: https://www.econbiz.de/10008319846