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Risk measurement and size effect on the Dutch stock market

Corhay, Albert - In: Financial modelling : recent research ; [selection of …, (pp. 286-295). 1994

Persistent link: https://www.econbiz.de/10001285719

Ethical investing in Australia : is there a financial penalty?

Bauer, Rob; Otten, Rogér; Tourani Rad, Alireza - In: Pacific-Basin finance journal 14 (2006) 1, pp. 33-48

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Institutional Trading and Asset Pricing

Frijns, Bart - 2018

This paper examines whether the trading activity of different investor types, institutional versus retail, can affect the relation between beta and average returns. We find that the beta-return relation is strong and positive on days with high institutional trading activity, and negative and...

Persistent link: https://www.econbiz.de/10012937644

Institutional trading and asset pricing

Frijns, Bart; Huynh, Thanh D.; Tourani Rad, Alireza; … - In: Journal of banking & finance 89 (2018), pp. 59-77

Persistent link: https://www.econbiz.de/10011963071

The equilibrium pricing models : their relationships and their application to portfolio theory

Corhay, Albert - In: Cahiers économiques de Bruxelles (1990), pp. 33-51

Persistent link: https://www.econbiz.de/10001083750

The equilibrium pricing models : their relationships and their application to portfolio theory

Corhay, Albert - 1989

Persistent link: https://www.econbiz.de/10000814878

Option pricing models : a binomial approach

Corhay, Albert - 1989

Persistent link: https://www.econbiz.de/10000814880