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An empirical comparison of alternative models of capital asset pricing in Germany
Sauer, Andreas - In: Journal of banking & finance 16 (1992) 1, pp. 183-196
Persistent link: https://www.econbiz.de/10001330018
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ECU interest rates and ECU basket adjustments : an arbitrage pricing approach
Klein, Martin - In: Journal of banking & finance 16 (1992) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10001330020
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Some empirical tests in the arbitrage pricing theory : macrovariables vs. derived factors
Chen, Su-Jane - In: Journal of banking & finance 17 (1993) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10001140679
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A note on the effect of controlling for transaction costs on the small firm anomaly : additional Australian evidence
Aitken, Michael J. - In: Journal of banking & finance 15 (1991) 6, pp. 1195-1202
Persistent link: https://www.econbiz.de/10001115873
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Forecasting the correlation structure of share prices : a test of new models
Eun, Cheol S. - In: Journal of banking & finance 16 (1992) 3, pp. 643-656
Persistent link: https://www.econbiz.de/10001125873
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Option listing and stock returns : an empirical analysis
Detemple, Jérôme B. - In: Journal of banking & finance 14 (1990) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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The impact of international listings on risk : implications for capital market integration
Howe, John S. - In: Journal of banking & finance 14 (1990) 6, pp. 1133-1142
Persistent link: https://www.econbiz.de/10001098499
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Further international evidence on asset pricing : the case of the Spanish capital market
Rubio, Gonzalo - In: Journal of banking & finance 12 (1988) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10001048590
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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Risk return and the three-moment capital asset pricing model : another look
Tan, Kai-jiaw - In: Journal of banking & finance 15 (1991) 2, pp. 449-460
Persistent link: https://www.econbiz.de/10001107582