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CAPM
Theorie
89
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89
China
83
Börsenkurs
56
Share price
55
Capital income
47
Kapitaleinkommen
47
Canada
46
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40
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39
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34
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Kryzanowski, Lawrence
8
Wu, Yangru
4
Wu, Ying
4
Karolyi, G. Andrew
2
Patro, Dilip Kumar
2
To, Minh-chau
2
Wald, John K.
2
Aboulamer, Anas
1
Ayadi, Mohamed A.
1
Balvers, Ronald J.
1
Ebrahim, Rabab
1
Ghalbouni, Joseph P.
1
He, Zhongzhi
1
He, Zhongzhi Lawrence
1
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1
Koutoulas, George
1
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1
Mark, Nelson C.
1
Mazouz, Khelifa
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1
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Journal of empirical finance
3
Journal of banking & finance
2
Business & society
1
European financial management : the journal of the European Financial Management Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of multinational financial management
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Stevens Institute of Technology School of Business Research Paper
1
The Canadian journal of economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
17
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1
Integration or segmentation of the Canadian stock market : evidence based on the APT
Koutoulas, George
- In:
The Canadian journal of economics
27
(
1994
)
2
,
pp. 329-351
Persistent link: https://www.econbiz.de/10001168686
Saved in:
2
Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
Saved in:
3
Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Ghalbouni, Joseph P.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10001102030
Saved in:
4
Portfolio performance measurement using APM-free kernel models
Ayadi, Mohamed A.
;
Kryzanowski, Lawrence
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 623-659
Persistent link: https://www.econbiz.de/10002516949
Saved in:
5
The cross section of expected returns and amortized spreads
He, Zhongzhi Lawrence
;
Kryzanowski, Lawrence
- In:
Review of Pacific Basin financial markets and policies
9
(
2006
)
4
,
pp. 597-638
Persistent link: https://www.econbiz.de/10003413738
Saved in:
6
Cost of equity for Canadian and US sectors
He, Zhongzhi
;
Kryzanowski, Lawrence
- In:
The North American journal of economics and finance : a …
18
(
2007
)
2
,
pp. 215-229
Persistent link: https://www.econbiz.de/10003608992
Saved in:
7
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
8
Political corruption and cost of equity
Hossain, Ashrafee Tanvir
;
Kryzanowski, Lawrence
- In:
Business & society
60
(
2021
)
8
,
pp. 2060-2098
Persistent link: https://www.econbiz.de/10012662634
Saved in:
9
Rethinking deviations from uncovered interest parity : the role of covariance risk and noise
Mark, Nelson C.
- In:
The economic journal : the journal of the Royal …
108
(
1998
)
451
,
pp. 1686-1706
Persistent link: https://www.econbiz.de/10001254286
Saved in:
10
Explaining exchange rate risk in world stock markets : a panel approach
Patro, Dilip Kumar
;
Wald, John K.
;
Wu, Yangru
- In:
Journal of banking & finance
26
(
2002
)
10
,
pp. 1951-1972
Persistent link: https://www.econbiz.de/10001703455
Saved in:
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