Testing the Conditional CAPM and the Effect of Intervaling
Timothy J. Brailsford, Robert W. Faff
openalex +1 more source
Editorial: Highlighting Repeat Diagnostic Laparoscopy After Chemotherapy in Initially Unresectable Colorectal and Appendiceal Peritoneal Metastases. [PDF]
White MG, Eng OS.
europepmc +1 more source
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk [PDF]
We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting ...
Tim Bollerslev +3 more
core
Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
Khan S +4 more
europepmc +1 more source
Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]
Khan N, Zada H, Ahmed S, Shah FA, Jan S.
europepmc +1 more source
Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Biswas T, Dey A, Mandal G, Ghosh N.
europepmc +1 more source
Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro
José Matias dos Santos Filho
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LightCTL: lightweight contrastive TCR-pMHC specificity learning with context-aware prompt. [PDF]
Ye F +8 more
europepmc +1 more source
Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange. [PDF]
Kashif M +3 more
europepmc +1 more source
Confidential Audit of Perinatal Mortality in the Republic of Kazakhstan: A Pilot Study. [PDF]
Marat A +11 more
europepmc +1 more source

