Stock profiling using time-frequency-varying systematic risk measure. [PDF]
Financ Innov, 2023 Mestre R.
europepmc +1 more source
Factor investing: A stock selection methodology for the European equity market. [PDF]
Heliyon, 2021 Bermejo R +3 more
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Conditional CAPM Relationships in Standard and Accounting Risk Approaches
The North American Journal of Economics and Finance, 2023 Anna Rutkowska-Ziarko +2 more
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Isthmin-1 (Ism1) modulates renal branching morphogenesis and mesenchyme condensation during early kidney development. [PDF]
Nat Commun, 2023 Gao G +7 more
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Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19. [PDF]
Financ Innov, 2023 Ho CM.
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Changing vulnerability in Asia: contagion and spillovers. [PDF]
Empir Econ, 2023 Kangogo M, Dungey M, Volkov V.
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An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange
Lahore Journal of EconomicsThis paper tests the validity of the q-factor model on stocks listed on the Karachi Stock Exchange in Pakistan. The q-factor model is an investment-based factor model that explains stock returns based on market, profitability, investment and size ...
Humaira Asad, Faraz Khalid Cheema
doaj
Conditional CAPM: Time-varying Betas in the Brazilian Market
Revista Brasileira de Finanças, 2014 The conditional CAPM is characterized by time-varying market beta. Based on state-space models approach, beta behavior can be modeled as a stochastic process dependent on conditioning variables related to business cycle and estimated using Kalman filter. This paper studies alternative models for portfolios sorted by size and book-to-market ratio in the
Frances Fischberg Blank +3 more
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Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. [PDF]
PLoS One, 2020 Rojo-Suárez J, Alonso-Conde AB.
europepmc +1 more source
Event studies in international finance research. [PDF]
J Int Bus Stud, 2023 El Ghoul S, Guedhami O, Mansi SA, Sy O.
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