Results 151 to 160 of about 13,953 (241)

Exploring time and frequency linkages of green bond with renewable energy and crypto market. [PDF]

Ann Oper Res, 2022
Yadav MP, Tandon P, Singh AB, Shore A, Gaur P.   +4 more
europepmc   +1 more source

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium [PDF]

This paper proposes a dynamic risk-based model that captures the high expected returns on value stocks relative to growth stocks, and the failure of the capital asset pricing model to explain these expected returns.
Jessica Wachter, Martin Lettau
core  

Dynamic interdependence between consumer confidence and housing prices: Evidence from bootstrap rolling window causality tests. [PDF]

PLoS One
Guan Y, Su C, Wang Y.
europepmc   +1 more source

Economic uncertainty of pandemic and international airlines behaviour. [PDF]

PLoS One, 2022
Fasanya IO, Adekoya OB, Oliyide JA.
europepmc   +1 more source

Sensitivity to changes in oil prices, tax returns and the cross-section of stock returns: The present situation for net-oil exporting economies. [PDF]

Heliyon
Lou Q, Iqbal N, Alraey Y.
europepmc   +1 more source

Is CSR linked to idiosyncratic risk? Evidence from the copula approach. [PDF]

Ann Oper Res, 2022
Mefteh-Wali S, Rais H, Schier G.
europepmc   +1 more source

Learning about Beta: Time-varying Factor Loadings, Expected Returns, and the Conditional CAPM

, 2003
Tobias Adrian, Francesco A. Franzoni
openalex   +1 more source

Conditional CAPM in financial risk management: a quantile autoregression approach

, 2014
Paper presented at Strathmore International Math Research Conference on July 23 - 27, 2012 The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window regression.We investigate predictability ...
Kube, Ananda, Leo, Odongo, Mwita , Peter
openaire   +1 more source

Modelling time-varying volatility using GARCH models: evidence from the Indian stock market. [PDF]

F1000Res, 2022
Ali F, Suri P, Kaur T, Bisht D.
europepmc   +1 more source