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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Testing multi-beta asset pricing models
Velu, Raja P.; Zhou, Guofu - In: Journal of empirical finance 6 (1999) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
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Conditional betas and the price of risk in a thin asset market : a sensitivity analysis
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000835358
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Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz; Zogg-Wetter, Claudia - 1992
Persistent link: https://www.econbiz.de/10000837603
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun; Perraudin, William R. M.; Sørensen, Bent E. - 1992
Persistent link: https://www.econbiz.de/10000838347
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Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000838938
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Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.; Thomas, Stephen - 1989
Persistent link: https://www.econbiz.de/10000779308
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Empirical and theoretical aspects of conditional heteroscedasticity in assett pricing
Lee, Suk R. - 1988
Persistent link: https://www.econbiz.de/10000786828
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Maximum-likelihood estimation of the consumption-based capital-asset pricing model
Baek, Yong-ho - 1990
Persistent link: https://www.econbiz.de/10000788177
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The econometric problems associated with size-sorted portfolios in empirical tests of the capital asset pricing model
Hillion, Pierre Henri - 1988
Persistent link: https://www.econbiz.de/10000795967