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An empirical examination of risk, return, and equilibrium in the Hong Kong equity market

Ho, Yiu-wah; Strange, Roger; Piesse, Jenifer - In: Rivista internazionale di scienze economiche e … 47 (2000) 4, pp. 625-650

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001636870

Sector level cost of equity in African financial market

Hearn, Bruce; Piesse, Jenifer - In: Emerging markets review 10 (2009) 4, pp. 257-278

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003906330

Market liquidity and stock size premia in emerging financial markets

Hearn, Bruce; Piesse, Jenifer; Strange, Roger - In: Macroeconomics and finance in emerging market economies 3 (2010) 1, pp. 75-101

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003987417

Market liquidity and stock size premia in emerging financial markets : the implications for foreign investment

Hearn, Bruce; Piesse, Jenifer; Strange, Roger - In: International business review : the official journal of … 19 (2010) 5, pp. 489-501

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008655298

Conditional pricing of risks

Ho, Ron Yiu Wah; Strange, Roger; Piesse, Jenifer - In: Journal of economic studies 40 (2013) 1, pp. 88-97

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009739549

On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market

Ho, Ron Yiu Wah; Strange, Roger; Piesse, Jenifer - In: Journal of international financial markets, … 16 (2006) 3, pp. 199-214

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003328566

Corporate financial leverage and asset pricing in the Hong Kong market

Ho, Ron Yiu Wah; Strange, Roger; Piesse, Jenifer - In: International business review : the official journal of … 17 (2008) 1, pp. 1-7

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003701561

Expropriation risk by block holders, institutional quality and expected stock returns

Hearn, Bruce; Phylaktis, Kate; Piesse, Jenifer - In: The journal of corporate finance : contracting, … 45 (2017), pp. 122-149

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011760708

Opportunities and costs of portfolio diversification in SADC's smallest equity markets

Hearn, Bruce; Piesse, Jenifer - In: The South African journal of economics 76 (2008) 3, pp. 399-426

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003780018

An Augmented Capital Asset Pricing Model : Liquidity and Stock Size in African Emerging Financial Markets

Hearn, Bruce Allen; Piesse, Jenifer - 2022

This paper uses the illiquidity measure of Amihud (2002) in forming illiquidity estimates for South Africa, Kenya, Morocco, Egypt and London. These are used within an augmented CAPM framework to form risk firm illiquidity premiums in addition to premiums attributable to firm size. The evidence...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013306145