Narrow search
Showing 1 - 10 of 8,398
Cover Image
Testing the new Fama and French factors with illiquidity : a panel data investigation
Racicot, François-Éric; Rentz, William F.; Théoret, … - In: Finance : revue de l'Association Française de Finance 39 (2018) 3, pp. 45-102
Persistent link: https://www.econbiz.de/10012025798
Cover Image
Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
Cover Image
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Cover Image
A new approach to estimating private returns to R&D
Cappelen, Ådne; Mohnen, Pierre A.; Raknerud, Arvid; … - 2023
This paper revisits the estimation of private returns to R&D. In an extension of the standard approach, we allow for … large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …
Persistent link: https://www.econbiz.de/10014335229
Cover Image
Conventional and downside CAPM with higher-order moments : evidence from emerging markets
Markowski, Lesław - In: Equilibrium : quarterly journal of economics and … 19 (2024) 1, pp. 93-138
Persistent link: https://www.econbiz.de/10014520437
Cover Image
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Cover Image
Corruption and stock market returns : evidence from panel data analysis
Baek, Chung - In: Banking and finance review 8 (2016) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10011920891
Cover Image
Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L.; Kosev, Mitch; Sault, Stephen J. - In: Australian journal of management 36 (2011) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10009303259
Cover Image
Exploring the Asset Growth Effect in the Australian Equity Market
Bettman, Jenni L. - 2012
multivariate analysis of the effect, providing the first application of dynamic panel methods using difference generalized method …
Persistent link: https://www.econbiz.de/10013111339