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CAPM with fuzzy returns and hy...
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21
The persistence in hedge fund performance : extended analysis
Capocci, Daniel
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 233-255
Persistent link: https://www.econbiz.de/10003901056
Saved in:
22
Volatility
and compounding effects on
beta
and returns
Trainor, William J.
- In:
The international journal of business and finance …
6
(
2012
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009633855
Saved in:
23
A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher
;
Saha, Atanu
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
Saved in:
24
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
25
Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin
- In:
International review of financial analysis
41
(
2015
),
pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
Saved in:
26
Beta
dispersion and portfolio returns
Lahtinen, Kyre Dane
;
Lawrey, Chris M.
;
Hunsader, Kenneth J.
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10011847744
Saved in:
27
Quantile relationships between standard, diffusion and jump betas across Japanese banks
Chowdhury, Biplob
;
Jeyasreedharan, Nagaratnam
;
Dungey, …
- In:
Journal of Asian economics
59
(
2018
),
pp. 29-47
Persistent link: https://www.econbiz.de/10012102893
Saved in:
28
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
29
Firms' cost structure and stock return
volatility
Chen, Haiwei
;
Jory, Surendranath R.
;
Mishra, Tapas
; …
- In:
Managerial finance
50
(
2024
)
12
,
pp. 2047-2070
Persistent link: https://www.econbiz.de/10015199583
Saved in:
30
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
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