Search Results - "Asset-pricing"

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  1. 1
    An asset pricing model that captures all the proper factors which affect the price of an asset seems to be a far-off reality according to the evidence of the existing ones.

    An asset pricing model that captures all the proper factors which affect the price of an asset seems to be a far-off reality according to the evidence of the existing ones. by Karousios, Konstantinos

    Published 2007
    Subjects: “…Finance and Investment; asset pricing…”
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  2. 2
    Essays in stock market anomalies

    Essays in stock market anomalies by Yu, Lin

    Published 2016
    Subjects: “…Asset Pricing; Momentum; Reversal; R&D…”
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  3. 3
    Three Essays in Empirical Asset Pricing

    Three Essays in Empirical Asset Pricing by QU, Shanshan

    Published 2021
    Subjects: “…Empirical asset pricing…”
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  4. 4
    Is liquidity the missing link?

    Is liquidity the missing link? by Limkriangkrai, M., Durand, Robert, Watson, I.

    Published 2008
    Subjects: Get full text
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  5. 5
    A risk-return explanation of the momentum-reversal “anomaly”

    A risk-return explanation of the momentum-reversal “anomaly” by Booth, G. Geoffrey, Fung, Hung-Gay, Leung, Wai Kin

    Published 2016
    Subjects: “…Asset pricing; Stock returns; Momentum; Market capitalization…”
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  6. 6
    Best of the best: a comparison of factor models

    Best of the best: a comparison of factor models by Ahmed, Shamim, Bu, Ziwen, Tsvetanov, Daniel

    Published 2018
    Subjects: “…Asset pricing model…”
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  7. 7
    Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model

    Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model by Rath, Subhrendu, Durand, Robert

    Published 2015
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  8. 8
    Studies of Stock Pricing in China Small and Medium-sized Board -Based on CAPM and Three-Factor Model

    Studies of Stock Pricing in China Small and Medium-sized Board -Based on CAPM and Three-Factor Model by LI, QINGTAO

    Published 2017
    Subjects: “…Asset pricing theory; Capital Asset Pricing Model;Small and medium-sized board;The small company effect; Three-factor pricing model;…”
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  9. 9
    An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market

    An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market by YEH, YU-JEN

    Published 2006
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  10. 10
    Essays on asset pricing: comparisons of factor models, investigations of the roles of illiquidity, R&D investment, product market competition, and labor mobility

    Essays on asset pricing: comparisons of factor models, investigations of the roles of illiquidity, R&D investment, product market competition, and labor mobility by Bu, Ziwen

    Published 2019
    Subjects: “…asset pricing; factor models; illiquidity; product market competition; labor mobility…”
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  11. 11
    Firm's distress risk and profitability in the cross-sectional stock returns

    Firm's distress risk and profitability in the cross-sectional stock returns by Sha, Yezhou

    Published 2017
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  12. 12
    Saints versus sinners. Does morality matter?

    Saints versus sinners. Does morality matter? by Durand, Robert B, Koh, Sze, Limkriangkrai, Manapon

    Published 2013
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  13. 13
    Residual state ownership and stock market integration: evidence from Chinese partly privatised firms

    Residual state ownership and stock market integration: evidence from Chinese partly privatised firms by Li, Hong

    Published 2018
    Subjects: “…state ownership; political interference; asset pricing; stock market integration; Kalman smoothing; regime switching;…”
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  14. 14
    The price of sin in the Pacific-Basin

    The price of sin in the Pacific-Basin by Durand, Robert B, Koh, SzeKee, Tan, Paul

    Published 2013
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  15. 15
    Rationalizing the value premium in emerging markets

    Rationalizing the value premium in emerging markets by Ebrahim, M. Shahid, Girma, Sourafel, Shah, M. Eskandar, Williams, Jonathan

    Published 2014
    Subjects: “…Asset Pricing…”
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  16. 16
    Asset Pricing and Foreign Exchange Risk

    Asset Pricing and Foreign Exchange Risk by Apergis, Nicholas, Artikis, P., Sorros, J.

    Published 2011
    Subjects: Get full text
  17. 17
    Determination of Arbitrage Pricing Factors in the Malaysian Stock Market

    Determination of Arbitrage Pricing Factors in the Malaysian Stock Market by Zakaria, Azhar

    Published 2006
    Subjects: Get full text
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  18. 18
    U.S. monetary policy communication: domestic and international perspectives

    U.S. monetary policy communication: domestic and international perspectives by Kansoy, Fatih

    Published 2019
    Subjects: “…U.S. monetary policy announcements; international financial markets; financial asset prices…”
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  19. 19
    Risk, return and market condition: a new functional-beta capital asset pricing model

    Risk, return and market condition: a new functional-beta capital asset pricing model by Zhuang, Yuchen

    Published 2009
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  20. 20
    Noise-augmented asset pricing models : evidence from the Greater China stock markets during two major financial crises

    Noise-augmented asset pricing models : evidence from the Greater China stock markets during two major financial crises by Lim, Chee Ming

    Published 2017
    Subjects: “…asset pricing models…”
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