BibSonomy :: user  :: smicha ::

bookmarks

publications

(156)   

• Cross-sectional relationships between stock returns and market beta, trading volume, and sales-to-price in Taiwan
  Her-Jiun Sheu and Soushan Wu and Kuang-Ping Ku International Review of Financial Analysis7(1):1--18(1998)
  to pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The impacts of racial differences on demand for financial assets
  Jan Tin International Review of Financial Analysis8(3):269--282Mar1999.
  to demand Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Unbiased estimation of expected return using CAPM
  Jan Bartholdy and Paula Peare International Review of Financial Analysis12(1):69--81(2003)
  to Capital Model Asset Pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• iShares Australia: a clinical study in international behavioral finance
  Robert B. Durand and Douglas Scott International Review of Financial Analysis12(3):223--239002003.
  to models pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Estimation of expected return: CAPM vs. Fama and French
  Jan Bartholdy and Paula Peare International Review of Financial Analysis14(4):407--427(2005)
  to Capital Model Asset Pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• An unobserved component model of asset pricing across financial markets
  Adrian M. Cowan and Frederick L. Joutz International Review of Financial Analysis15(1):86--107(2006)
  to pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The covariance-factor structure of daily returns in a thinly traded stock market
  J. P. Kallunki and T. Martikainen Journal of Multinational Financial Management7(2):113--125Jun1997.
  to Asset pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries
  Chu-Sheng Tai Journal of Multinational Financial Management9(3-4):291--316Nov1999.
  to asset pricing International by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Size effect, book-to-market effect, and survival
  Xiaozu Wang Journal of Multinational Financial Management10(3-4):257--273Dec2000.
  to anomalies pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Global coskewness and the pricing of Finnish stocks: empirical tests
  Kim Nummelin Journal of International Financial Markets, Institutions and Money7(2):137--155Jul1997.
  to Conditional asset pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Financial market integration tests: an investigation using US equity markets
  Andy Naranjo and Aris Protopapadakis Journal of International Financial Markets, Institutions and Money7(2):93--135Jul1997.
  to Pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Asymmetric impact of trade balance news on asset prices
  Raj Aggarwal and David C. Schirm Journal of International Financial Markets, Institutions and Money8(1):83--100Jan1998.
  to Asset pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Variances and covariances of international stock returns: the international capital asset pricing model revisited
  Latha Ramchand and Raul Susmel Journal of International Financial Markets, Institutions and Money8(1):39--57Jan1998.
  to pricing International asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Devaluation-risk-related peso problems in stock returns
  Aku Penttinen Journal of International Financial Markets, Institutions and Money10(2):181--197Jun2000.
  to pricing Asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Cross-sectional variations in the degree of global integration: the case of Russian equities
  Pavel Fedorov and Sergei Sarkissian Journal of International Financial Markets, Institutions and Money10(2):131--150Jun2000.
  to pricing asset Conditional by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Risk profiles: how do they change when stock markets collapse?
  Christel Rendu de Lint Journal of International Financial Markets, Institutions and Money12(1):59--80Feb2002.
  to Asset pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Beta and returns revisited: Evidence from the German stock market
  Ralf Elsas and Mahmoud El-Shaer and Erik Theissen Journal of International Financial Markets, Institutions and Money13(1):1--18Feb2003.
  to pricing Capital asset model by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
  Hossein Asgharian and Björn Hansson Journal of International Financial Markets, Institutions and Money13(4):325--353Oct2003.
  to pricing models Multifactor asset by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
  Ron Yiu-wah Ho and Roger Strange and Jenifer Piesse Journal of International Financial Markets, Institutions and Money16(3):199--214Jul2006.
  to Conditional asset pricing by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability
  Klaus Belter and Tom Engsted and Carsten Tanggaard Research in International Business and Finance19(1):53--70Mar2005.
  to returns Asset market by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX