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Conditional CAPM: Time-varying Betas in the Brazilian market/CAPM Condicional: Betas Variantes no Tempo no Mercado Brasileiro
Blank, Frances Fischberg, Samanez, Carlos Patricio, Baidya, Tara Keshar Nanda, Aiube, Fernando Antonio Lucena
Published in Revista Brasileira de Financas (01.06.2014)
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Published in Revista Brasileira de Financas (01.06.2014)
Journal Article
Liquidity, time‐varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?
Rojo‐Suárez, Javier, Alonso‐Conde, Ana Belén, Ferrero‐Pozo, Ricardo
Published in International journal of finance and economics (01.01.2022)
Published in International journal of finance and economics (01.01.2022)
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Journal Article
CAPM and Time-Varying Beta: The Cross-Section of Expected Returns
Published in SSRN Electronic Journal
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Journal Article
Conditional CAPM: Time-varying Betas in the Brazilian market/CAPM Condicional: Betas Variantes no Tempo no Mercado Brasileiro
Blank, Frances Fischberg, Samanez, Carlos Patricio, Baidya, Tara Keshar Nanda, Aiube, Fernando Antonio Lucena
Published in Revista Brasileira de Financas (01.06.2014)
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Published in Revista Brasileira de Financas (01.06.2014)
Journal Article
A time-varying perspective on the CAPM and downside betas
Tsai, Hsiu-Jung, Chen, Ming-Chi, Yang, Chih-Yuan
Published in International review of economics & finance (01.01.2014)
Published in International review of economics & finance (01.01.2014)
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Journal Article
Tests of international CAPM with time-varying covariances
Engel, Charles, Rodrigues, Anthony P.
Published in Journal of applied econometrics (Chichester, England) (01.04.1989)
Published in Journal of applied econometrics (Chichester, England) (01.04.1989)
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Journal Article
A conditional higher-moment CAPM
Vendrame, Vasco, Guermat, Cherif, Tucker, Jon
Published in International review of financial analysis (01.03.2023)
Published in International review of financial analysis (01.03.2023)
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Journal Article
Time-varying estimates of CAPM betas
Groenewold, Nicolaas, Fraser, Patricia
Published in Mathematics and computers in simulation (01.06.1999)
Published in Mathematics and computers in simulation (01.06.1999)
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Journal Article