Search Results

Investments in Timberland and Softwood Timber as Parts of Portfolio Selection in the United States: A Cointegration Analysis and Capital Asset Pricing Model

Authors: Liao, Xianchun; Zhang, Yaoqi; Sun, Changyou

Source: Forest Science, Volume 55, Number 6, December 2009 , pp. 471-479(9)

Publisher: Society of American Foresters

A higher-moment CAPM of Korean stock returns

Authors: Wolfle, Marco; Fuss, Roland

Source: International Journal of Trade and Global Markets, Volume 3, Number 1, 15 December 2009 , pp. 24-51(28)

Publisher: Inderscience Publishers

LIQUIDITY AND VALUATION IN EAST AFRICAN SECURITIES MARKETS

Author: hearn, bruce

Source: South African Journal of Economics, Volume 77, Number 4, December 2009 , pp. 553-576(24)

Publisher: Blackwell Publishing

Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan

Author: WANG, KENT

Source: International Review of Finance, Volume 9, Number 4, December 2009 , pp. 405-429(25)

Publisher: Blackwell Publishing

The Value Premium and Time-Varying Volatility

Authors: Li, Xiafei; Brooks, Chris; Miffre, Joëlle

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 9-10, November/December 2009 , pp. 1252-1272(21)

Publisher: Blackwell Publishing

Model Comparison Using the Hansen-Jagannathan Distance

Authors: Kan, Raymond; Robotti, Cesare

Source: Review of Financial Studies, Volume 22, Number 9, 2 September 2009 , pp. 3449-3490(42)

Publisher: Oxford University Press

UNDERSTANDING LABOUR MARKET FRICTIONS: AN ASSET PRICING APPROACH

Author: Basu, Parantap

Source: Bulletin of Economic Research, Volume 61, Number 4, October 2009 , pp. 305-324(20)

Publisher: Blackwell Publishing

Portfolio theory and how parent birds manage investment risk

Author: Forbes, Scott

Source: Oikos, Volume 118, Number 10, October 2009 , pp. 1561-1569(9)

Publisher: Blackwell Publishing

Financial Risk of the Biotech Industry versus the Pharmaceutical Industry

Authors: Golec, Joseph; Vernon, John A.

Source: Applied Health Economics and Health Policy, Volume 7, Number 3, 1 September 2009 , pp. 155-165(11)

Publisher: Adis International

Drivers of expected returns in Istanbul stock exchange: Fama-French factors and coskewness

Authors: Ulas Mısırlı, E.; Emre Alper, C.

Source: Applied Economics, Volume 41, Number 20, September 2009 , pp. 2619-2633(15)

Publisher: Routledge, part of the Taylor & Francis Group

Long-horizon consumption risk and the cross-section of returns: new tests and international evidence

Authors: Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael

Source: The European Journal of Finance, Volume 15, Numbers 5-6, July 2009 , pp. 511-532(22)

Publisher: Routledge, part of the Taylor & Francis Group

Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems

Authors: Pericoli, Marcello; Sbracia, Massimo

Source: International Finance, Volume 12, Number 2, Summer 2009 , pp. 123-150(28)

Publisher: Blackwell Publishing

The industrial relationships in time-varying beta coefficients between Korea and United States

Authors: Park, Kwang Woo; Kim, Myeong Hwan

Source: Applied Economics, Volume 41, Number 15, June 2009 , pp. 1929-1938(10)

Publisher: Routledge, part of the Taylor & Francis Group

Industry Cost of Equity Capital: UK Evidence

Authors: Gregory, Alan; Michou, Maria

Source: Journal of Business Finance & Accounting, Volume 36, Numbers 5-6, June/July 2009 , pp. 679-704(26)

Publisher: Blackwell Publishing

Divergence of opinion and valuation in a mean-variance framework

Author: Schnabel, Jacques A.

Source: Studies in Economics and Finance, Volume 26, Number 3, 2009 , pp. 148-154(7)

Publisher: Emerald Group Publishing Limited

Empirical examination of REITs in Turkey: an emerging market perspective

Authors: Aktan, Bora; Ozturk, Mustafa

Source: Journal of Property Investment and Finance, Volume 27, Number 4, 2009 , pp. 373-403(31)

Publisher: Emerald Group Publishing Limited

PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES

Authors: Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; Taboga, Marco

Source: Mathematical Finance, Volume 19, Number 3, July 2009 , pp. 487-521(35)

Publisher: Blackwell Publishing

Investigating the potentially contradictory microfoundations of financialization

Author: Watson, Matthew

Source: Economy and Society, Volume 38, Number 2, May 2009 , pp. 255-277(23)

Publisher: Routledge, part of the Taylor & Francis Group

The modelling of stock returns conditionally to the classes of volatility on the French market

Author: Ellouz, Siwar

Source: International Journal of Managerial and Financial Accounting, Volume 1, Number 3, 11 May 2009 , pp. 248-267(20)

Publisher: Inderscience Publishers

Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand

Authors: Nartea, Gilbert V.; Ward, Bert D.; Djajadikerta, Hadrian G.

Source: International Journal of Managerial Finance, Volume 5, Number 2, 2009 , pp. 179-200(22)

Publisher: Emerald Group Publishing Limited