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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)
                   
      
      
                                                                                
                                                        Get full text
                                        
              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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          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