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There are 20365 results for: content related to: How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings *

  1. Characteristics, Covariances, and Average Returns: 1929 to 1997

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 389–406, James L. Davis, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00209

  2. Estimating the Cost of Equity Capital for Property-Liability Insurers

    Journal of Risk and Insurance

    Volume 72, Issue 3, September 2005, Pages: 441–478, J. David Cummins and Richard D. Phillips

    Version of Record online : 15 AUG 2005, DOI: 10.1111/j.1539-6975.2005.00132.x

  3. Payment For Risk: Constant Beta Vs. Dual-Beta Models

    Financial Review

    Volume 37, Issue 2, May 2002, Pages: 123–135, Glenn Pettengill, Sridhar Sundaram and Ike Mathur

    Version of Record online : 7 JAN 2003, DOI: 10.1111/1540-6288.00008

  4. SMALL FIRM AND VALUE EFFECTS IN THE CANADIAN STOCK MARKET

    Journal of Financial Research

    Volume 21, Issue 3, Fall 1998, Pages: 277–291, Said Elfakhani, Larry J. Lockwood and Tarek S. Zaher

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00686.x

  5. Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 577–614, MARTIJN CREMERS, MICHAEL HALLING and DAVID WEINBAUM

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12220

  6. THE EFFECT OF SIZE, BOOK-TO-MARKET EQUITY, PRIOR RETURNS, AND BETA ON STOCK RETURNS: JANUARY VERSUS THE REMAINDER OF THE YEAR

    Journal of Financial Research

    Volume 18, Issue 2, Summer 1995, Pages: 129–142, L. Franklin Fant and David R. Peterson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00557.x

  7. A Panel CUSUM Test of the Null of Cointegration

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 2, April 2005, Pages: 231–262, Joakim Westerlund

    Version of Record online : 8 MAR 2005, DOI: 10.1111/j.1468-0084.2004.00118.x

  8. Higher moments and beta asymmetry: evidence from Australia

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 779–807, Minh Phuong Doan, Chien-Ting Lin and Michael Chng

    Version of Record online : 17 MAY 2013, DOI: 10.1111/acfi.12022

  9. PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH

    Journal of Financial Research

    Volume 23, Issue 3, Fall 2000, Pages: 261–284, Bing Liang

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00743.x

  10. Hydrostatic equilibrium in a magnetized, warped Galactic disc

    Monthly Notices of the Royal Astronomical Society

    Volume 325, Issue 1, July 2001, Pages: 312–320, Andrew Fletcher and Anvar Shukurov

    Version of Record online : 4 APR 2002, DOI: 10.1046/j.1365-8711.2001.04418.x

  11. An Adjustment Procedure for Predicting Betas When Thin Trading is Present: Canadian Evidence

    Journal of Business Finance & Accounting

    Volume 23, Issue 9-10, December 1996, Pages: 1333–1356, Francis Boabang

    Version of Record online : 28 JUN 2008, DOI: 10.1111/1468-5957.00083

  12. Human-Capital-Adjusted Capital Asset Pricing Model

    The Japanese Economic Review

    Volume 53, Issue 2, June 2002, Pages: 182–198, JIE QIN

    Version of Record online : 18 DEC 2002, DOI: 10.1111/1468-5876.00222

  13. You have free access to this content
    Size and Book-to-Market Factors in Earnings and Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 131–155, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

  14. White Croatia and the arrival of the Croats: an interpretation of Constantine Porphyrogenitus on the oldest Dalmatian history

    Early Medieval Europe

    Volume 19, Issue 2, May 2011, Pages: 204–231, FRANCESCO BORRI

    Version of Record online : 20 APR 2011, DOI: 10.1111/j.1468-0254.2011.00318.x

  15. A Cross-Sectional Empirical Test of a Dual-State Multi-Factor Pricing Model

    Financial Review

    Volume 34, Issue 3, August 1999, Pages: 47–63, Shelly W. Howton and David R. Peterson

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00462.x

  16. The Alternative Three-Factor Model: An Alternative beyond US Markets?

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 33–70, Christian Walkshäusl and Sebastian Lobe

    Version of Record online : 13 OCT 2011, DOI: 10.1111/j.1468-036X.2011.00628.x

  17. An Examination of Cross-Sectional Realized Stock Returns using a Varying-Risk Beta Model

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 199–212, Shelly W. Howton and David R. Peterson

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01391.x

  18. Market-share contracts as facilitating practices

    The RAND Journal of Economics

    Volume 41, Issue 4, Winter 2010, Pages: 709–729, Roman Inderst and Greg Shaffer

    Version of Record online : 8 NOV 2010, DOI: 10.1111/j.1756-2171.2010.00118.x

  19. You have full text access to this OnlineOpen article
    Resolution analysis in full waveform inversion

    Geophysical Journal International

    Volume 187, Issue 3, December 2011, Pages: 1604–1624, Andreas Fichtner and Jeannot Trampert

    Version of Record online : 13 OCT 2011, DOI: 10.1111/j.1365-246X.2011.05218.x

  20. Lévy betas: Static hedging with index futures

    Journal of Futures Markets

    Volume 32, Issue 11, November 2012, Pages: 1034–1059, Hoi Ying Wong, Edwin Kwan Hung Cheung and Shiu Fung Wong

    Version of Record online : 16 SEP 2011, DOI: 10.1002/fut.20548