Results 281 to 290 of about 18,915,989 (297)
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TimeâVarying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques
Australian Journal of Management, 1998Michael McKenzie +2 more
exaly
New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, 2014Zhaoyong Zhang +2 more
exaly
Time-Varying Betas of US REITs From 1972 to 2013
Journal of Real Estate Finance and Economics, 2016I-Chun Tsai +2 more
exaly
Dynamic Beta, Time-Varying Risk Premium, and Momentum
2004This article proposes a rational model to demonstrate that firm-specific risks can be priced in the equilibrium and can generate asset pricing anomalies such as momentum. In general, business risks at both the market level and firm level can affect a firm's investment decisions, and a firm usually has certain ability to forecast firm-level risks, such ...
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The Use of Domestic and World Market Indexes in the Estimation of Time-Varying Betas
Journal of Multinational Financial Management, 2000Michael McKenzie +2 more
exaly
Size, Time-Varying Beta, and Conditional Heteroscedasticity in UK Stock Returns
Review of Financial Economics, 1999Mario G Reyes
exaly
Time-Varying Beta: A Boundedly Rational Equilibrium Approach
Journal of Evolutionary Economics, 2013Roberto Dieci +2 more
exaly
Asset Pricing With Time-Varying Betas for Stocks Traded on S&P 500
Applied Economics, 2014Achilleas Zapranis, Petros Messis
exaly
Time-Varying Betas of Sectoral Returns to Market Returns and Exchange Rate Movements
Applied Financial Economics, 2013R Scott Hacker, Hyunjoo Kim Karlsson
exaly