Results 131 to 140 of about 58,661 (262)
Does It Pay to Be Informed? Expenditure Efficiency in the US Mutual Fund Industry
, 2011 The mutual fund industry would like us to believe that fund expenses are justifiable by their extensive management expertise, security analysis and the consequent delivery of returns that exceed the market performance.
Cerny, Jan
core
THEORETICAL FLAWS IN THE USE OF THE CAPM FOR INVESTMENT DECISIONS [PDF]
, 2005 Carlo Alberto Magni
openalex
Assessing Euro Crises from a Time Varying International CAPM Approach [PDF]
, 2016 Richard T. Baillie, Dooyeon Cho
openalex
Testing Portfolio Efficiency and the CAPM in the KOSDAQ Market
, 2010 Bon-Yul Koo, Pyung-Kee Kim, 남윤명
openalex +1 more source
Stock market reaction to US interest rate hike: evidence from an emerging market. [PDF]
Heliyon, 2023 Kim J.
europepmc +1 more source
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior [PDF]
This paper studies the ability of a general class of habit-based asset pricing models to match the conditional moment restrictions implied by asset pricing theory.
Sydney C. Ludvigson, Xiaohong Chen
core
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables [PDF]
, 1994 Bernard Dumas
openalex
Stock profiling using time-frequency-varying systematic risk measure. [PDF]
Financ Innov, 2023 Mestre R.
europepmc +1 more source
Autoregressive multifactor APT model for U.S. Equity Markets [PDF]
Arbitrage Pricing Theory is a one period asset pricing model used to predict equity returns based on a multivariate linear regression. We choose three sets of factors – Market specific, firm specific, and an autoregressive return term to explain returns ...
Malhotra, Karan
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