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CAPM
Theorie
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46
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45
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44
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43
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Brooks, Chris
19
Miffre, Joëlle
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Anderson, Keith
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Li, Xiafei
4
Prokopczuk, Marcel
3
Wu, Yingying
3
Fernandez-Perez, Adrian
2
Gheno, Andrea
2
Godfrey, Chris
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Henry, Ólan Thomas John
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Balatti, Mirco
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Handbook of research methods and applications in empirical finance
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International Review of Financial Analysis
1
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ECONIS (ZBW)
18
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3
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Time variation and asymmetry in the world price of covariance risk : the implications for international diversification
Henry, Ólan Thomas John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002134142
Saved in:
2
Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
- In:
Handbook of research methods and applications in …
,
(pp. 457-475)
.
2013
Persistent link: https://www.econbiz.de/10011897560
Saved in:
3
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Saved in:
4
The value premium and time-varying volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9/10
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
Saved in:
5
Commodity risk factors and the cross-section of equity returns
Brooks, Chris
;
Fernandez-Perez, Adrian
;
Miffre, Joëlle
; …
-
2014
Persistent link: https://www.econbiz.de/10010440251
Saved in:
6
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
7
Commodity risks and the cross-section of equity returns
Brooks, Chris
;
Miffre, Joëlle
;
Nneji, Ogonna
- In:
The British accounting review : the journal of the …
48
(
2016
)
2
,
pp. 134-150
Persistent link: https://www.econbiz.de/10011520867
Saved in:
8
Speculative bubbles and the cross-sectional variation in stock returns
Anderson, Keith
;
Brooks, Chris
- In:
International review of financial analysis
35
(
2014
),
pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
Saved in:
9
The negative credit risk premium puzzle : a limits to arbitrage story
Godfrey, Chris
;
Brooks, Chris
-
2015
Persistent link: https://www.econbiz.de/10011389788
Saved in:
10
Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco
;
Brooks, Chris
;
Kappou, Konstantina
- In:
International review of financial analysis
51
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
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