Results 81 to 90 of about 3,682 (96)

Predicting bond betas using macro-finance variables

Finance Research Letters, 2019
Charlotte Christiansen, Andrea Cipollini
exaly  

Estimating Market Model Betas: A Comparison of Random Coefficient Methods and Their Ability to Correctly Identify Random Variation

Management Science, 1985
Bill D Mcdonald
exaly  

Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density

Annals of Statistics, 2010
Judith N Rousseau
exaly  

Price delay and post-earnings announcement drift anomalies: The role of option-implied betas

North American Journal of Economics and Finance, 2020
Wei-Che Tsai
exaly  

Sensibilidad antimicrobiana del estreptococo beta-hemolítico del grupo A (EBHGA) de cepas provenientes de niños menores de 6 años

Salud Jalisco
openaire   +1 more source

Turning alphas into betas: Arbitrage and endogenous risk

Journal of Financial Economics, 2020
exaly  

An extension of Sharpe's single-index model: portfolio selection with expert betas

Journal of the Operational Research Society, 2006
Mariano M Jimenez
exaly  

Estimating divisional betas with diversified firm data

Review of Quantitative Finance and Accounting, 1992
Thomas McInish
exaly  

Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter

Quantitative Finance, 2009
Heather Margot Anderson
exaly  

Asset pricing with time-varying betas for stocks traded on S&P 500

Applied Economics, 2014
Petros Messis, Achilleas Zapranis
exaly