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The effects of herding on betas and idiosyncratic risk
Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 131-146
Persistent link: https://www.econbiz.de/10013547876
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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Forecasting time-varying daily betas : a new nonlinear approach
Messis, Petros; Zapranis, Achilleas - In: Managerial finance 42 (2016) 2, pp. 54-73
Persistent link: https://www.econbiz.de/10011539290
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Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework
Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - 2018
Persistent link: https://www.econbiz.de/10012164827