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Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.; Philip, R.; Satchell, Stephen - In: Applied economics 48 (2016) 43/45, pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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Measuring asymmetric nature of beta using a smooth linear transformation
Mitra, Subrata Kumar - In: Theoretical economics letters 9 (2019) 6, pp. 2019-2032
Persistent link: https://www.econbiz.de/10012239842
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Nonparametric dynamic conditional beta
Maheu, John M.; Zamenjani, Azam Shamsi - In: Journal of financial econometrics 19 (2021) 4, pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
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Estimation with errors in variables via the characteristic function
Malloch, H.; Philip, R.; Satchell, Stephen - In: Journal of financial econometrics 21 (2023) 3, pp. 616-650
Persistent link: https://www.econbiz.de/10014314766
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
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How do investors price accrual risk during crises?
Alhenawi, Yasser; Hassan, M. Kabir - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4684-4706
Persistent link: https://www.econbiz.de/10014430059
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CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi; Guo, Re-Jin; Jagannathan, Ravi - In: Journal of financial economics 103 (2012) 1, pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
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Betting against beta
Frazzinia, Andrea; Pedersen, Lasse Heje - In: Journal of financial economics 111 (2014) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
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ETFs versus CEFs : performance in international equitiy investing
Chang, C. Edward; Ragan, Kent P.; Witte, H. Doug - In: International journal of economics and finance 5 (2013) 12, pp. 79-85
Persistent link: https://www.econbiz.de/10010228959
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Estimation of equity betas in an emerging stock market : the Nigerian case
Nwude, E. Chuke - In: Asian Journal of Empirical Research 3 (2013) 6, pp. 725-737
markets with particular reference to Nigeria. Beta is a major component of the capital Asset Pricing Model (CAPM) used in the … period of study is Oceanic bank with beta coefficient of 1.63 and the least volatile stock is Ecobank with beta coefficient …
Persistent link: https://www.econbiz.de/10009779152