Comparison of a Modified and Classic Fama-French Model for the Polish Market
Folia Oeconomica Stetinensia, 2017 This paper shows a comparison of the results of return, risk, and risk price simulation by a modified and classic Fama-French model. The modified model defines the new ICAPM state variable as a function of the structure of a company’s past financial ...
Urbański Stanisław
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A systematic review of risk factors for mortality among tuberculosis patients in South Africa [PDF]
, 2023 Background Tuberculosis (TB)-associated mortality in South Africa remains high. This review aimed to systematically assess risk factors associated with death during TB treatment in South African patients.
Osman, M, Nicholson, T, Seddon, James
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Investigating the Relationship between Default Risk and Earning Response Coefficient (ERC) [PDF]
بررسیهای حسابداری و حسابرسی, 2014 One of the factors that previous studies have identified as an influential factor in Earning Response Coefficient (ERC) is default risk. The purpose of this study is to investigate the relationship between default risk and Earnings Response Coefficient ...
Ali Ebrahimi Kordlar +1 more
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Sprzężenia zwrotne i ryzyko systemowe kredytów denominowanych w Polsce
Problemy Zarządzania, 2015 On January 15th 2015, when the Swiss National Bank (SNB) suddenly announced that it would no longer hold the Swiss franc at a fixed exchange rate with the euro, there was panic.
Ireneusz Dąbrowski
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Risk of atrial fibrillation in athletes: a systematic review and meta-analysis [PDF]
, 2021 Objective A systematic review, meta-analysis and meta-regression were performed on selected studies to investigate the incidence of atrial fibrillation (AF) among athletes compared with non-athlete controls.
Newman, William +17 more
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Measuring the effect of the North Korea-U.S. summit on the South Korean stock market
Cogent Economics & Finance, 2019 We examine the effects of the North Korea-U.S. summit and related events on the South Korean stock market over the period March 2018 to June 2018.
Huy Pham +4 more
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Multiscale test of CAPM for three Central and Eastern European stock markets
Journal of Business Economics and Management, 2013 This paper examines the systematic risk and validity of the basic capital asset pricing model of Sharpe (1964), Lintner (1965) and Mossin (1966) in three Central and Eastern European stock markets (i.e. Slovenia, Hungary and Czech Republic).
Silvo Dajčman +2 more
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Continuous and Jump Betas: Implications for Portfolio Diversification
Econometrics, 2016 Using high-frequency data, we decompose the time-varying beta for stocks into beta for continuous systematic risk and beta for discontinuous systematic risk. Estimated discontinuous betas for S&P500 constituents between 2003 and 2011 generally exceed
Vitali Alexeev +2 more
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Periodontitis and risk for preeclampsia — a systematic review
Ginekologia Polska, 2020 The aim of the study is to review systematic cohort and randomized trials on the relationship between periodontitis and preeclampsia. Periodontitis is an independent risk factor for preeclampsia (PE), and periodontal treatment could play a significant role in the prevention of this pregnancy complication.A total of 821 items (published until March 2019)
Tomasz, Konopka, Aneta, Zakrzewska
openaire +3 more sources
Periodontal disease and pre-eclampsia: a systematic review [PDF]
, 2010 Systematic review on periodontal disease as a risk factor for pre ...
Kunnen, A. +23 more
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