Similar Search Results - EconBiz

Ratings versus spreads as indicators of price risk

Fridson, Martin S.; Yavuz, Begum Ipek; Zhao, Kai; Yu, Yan - In: Journal of investment management : JOIM 17 (2019) 4, pp. 42-50

Persistent link: https://www.econbiz.de/10012254322

Time-Varying Beta and the Value Premium : A Single-Index Varying-Coefficient Model Approach

Guo, Hui - 2015

We revisit conditional CAPM by modeling alpha and beta as flexible functions of state variables identified via formal variable selection. In post-1963 sample, beta of the value premium comoves strongly with unemployment, inflation, and price-earnings ratio in a countercyclical manner. We also...

Persistent link: https://www.econbiz.de/10013027028

Value versus growth stocks in Singapore

Yen, Jenn Yaw; Qian, Sun; Yan, Yuxing - In: Journal of multinational financial management 14 (2004) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10001868571

The business cycle and profitability of trading strategies

Yan, Yuxing; Zhang, Shaojun - In: Frontiers of business research in China : selected … 10 (2016) 4, pp. 525-547

Persistent link: https://www.econbiz.de/10011848573

Robust test of the January effect in stock markets using Markov-switching model

Chu, Chia-shang James; Liu, Tung; Rathinasamy, R. S. - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 22-33

Persistent link: https://www.econbiz.de/10002507016

Manager sentiment bias and stock returns : evidence from China

Chen, Shaoling; Liu, Tianjue; Peng, Qing; Zhao, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 823-836

Persistent link: https://www.econbiz.de/10012821619

Federal securities regulations and stock market returns

Liu, Tung; Santoni, Gary James; Stone, Courtenay C. - 2009

Persistent link: https://www.econbiz.de/10008650215

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009012018

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619368

Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period

Liu, Tengdong; Hammoudeh, Shawkat; Santos, Paulo Araújo - In: Journal of international money and finance 44 (2014), pp. 47-68

Persistent link: https://www.econbiz.de/10010391088

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