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Measures of national export price volatility based on the capital asset pricing model

Layton, Allan P. - 1991

Persistent link: https://www.econbiz.de/10000830039

Measures of national export price volatility based on the capital asset pricing model

Layton, Allan P. - 1991

Persistent link: https://www.econbiz.de/10000129811

A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market

Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10001198670

Measures of national export price volatility based on the capital asset pricing model

Layton, Allan P.; Valadkhani, Abbas - 2004

Persistent link: https://www.econbiz.de/10002021924

A cross-country analysis of export prices in OECD countries

Valadkhani, Abbas; Layton, Allan P. - In: Economic papers : a journal of applied economics and policy 25 (2006) 4, pp. 331-346

Persistent link: https://www.econbiz.de/10003413417

Conditional coskewness and asset pricing

Smith, Daniel R. - In: Journal of empirical finance 14 (2007) 1, pp. 91-119

Persistent link: https://www.econbiz.de/10003416066

Conditional Asset Pricing and Momentum

Huynh, Thanh - 2014

Winner stocks have higher risk exposure to Fama and French's (1993) three factors (FF3F) than loser stocks during good economic times, and therefore should earn higher expected returns. Employing the conditional FF3F model to risk adjust returns on winner and loser stocks can reduce the average...

Persistent link: https://www.econbiz.de/10013065594