Works matching DE "BETA (Finance)"

Results: 782

Comparative Performance of Selected Mutual Funds and Benchmark Indices: A Risk-Return Analysis.

Published in:

IUP Journal of Accounting Research & Audit Practices, 2025, v. 24, n. 2, p. 173, doi. 10.71329/IUPJARAP/2025.24.2.173-186

By:

Kamila, Chhattu

Publication type:

Article

Realized semibetas in the Australian stock market.

Published in:

Applied Economics, 2025, v. 57, n. 26, p. 3572, doi. 10.1080/00036846.2024.2337809

By:

Li, Jinze;
Li, Bin;
Su, Jen-Je

Publication type:

Article

Estimating the impact of higher capital requirements on the cost of equity: an empirical study of European banks.

Published in:

International Economics & Economic Policy, 2015, v. 12, n. 3, p. 411, doi. 10.1007/s10368-014-0303-x

By:

Toader, Oana

Publication type:

Article

Innovations in return transmission and performance comparison between the five biggest Euro area stock markets.

Published in:

International Economics & Economic Policy, 2013, v. 10, n. 3, p. 393, doi. 10.1007/s10368-013-0239-6

By:

Soares da Fonseca, José

Publication type:

Article

Casting a Wide Net: Why True Passive Strategies Are Rare Catches.

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 4, p. 50, doi. 10.3905/jbis.2024.1.073

By:

Gaba, Alejandro;
Bender, Jennifer;
Murphy, Yvette;
Tucker, John

Publication type:

Article

COMPLETE CONVERGENCE OF THE DIRECTED TSP.

Published in:

Mathematics of Operations Research, 1991, v. 16, n. 4, p. 881, doi. 10.1287/moor.16.4.881

By:

Talagrand, Michel

Publication type:

Article

The Impact of Government Expenditure Budget on Economic Growth In The Case Of Ethiopia.

Published in:

Journal of Economic & Social Development (1849-6628), 2022, v. 9, n. 1, p. 19, doi. 10.55539/jesd.9.1.3

By:

Gebreyesus, Samuel Atsibha

Publication type:

Article

The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 1, p. 28, doi. 10.2753/REE1540-496X470102

By:

Brzeszczyński, Janusz;
Gajdka, Jerzy;
Schabek, Tomasz

Publication type:

Article

Heavy metals exposure is associated with early liver dysfunction among rural residents aged 40–75 years in southwest China.

Published in:

Journal of Applied Toxicology, 2022, v. 42, n. 6, p. 1044, doi. 10.1002/jat.4276

By:

Yang, Zhirui;
Li, Xiaomeng;
Tian, Lin;
Song, Yang;
Zhang, Yu;
Chen, Jinyao;
Zhang, Lishi

Publication type:

Article

The Influence of Histologic Inflammation on the Improvement of Liver Stiffness Values Over 1 and 3 Years.

Published in:

Journal of Clinical Medicine, 2019, v. 8, n. 12, p. 2065, doi. 10.3390/jcm8122065

By:

Yoo, Jeong-Ju;
Seo, Yeon Seok;
Kim, Young Seok;
Jeong, Soung Won;
Jang, Jae Young;
Suh, Sang Jun;
Yim, Hyung Joon;
Suk, Ki Tae;
Kim, Dong Joon;
Han, Kwang-Hyub;
Kim, Seung Up;
Lee, Bora;
Kim, Sang Gyune

Publication type:

Article

Hedge Fund Strategies and Time-Varying Alphas and Betas.

Published in:

Journal of Wealth Management, 2017, v. 19, n. 4, p. 44, doi. 10.3905/jwm.2017.19.4.044

By:

FRYDENBERG, STEIN;
HRAFNKELSSON, KJARTAN;
BROMSETH, VEGARD STRAND;
WESTGAARD, SJUR

Publication type:

Article

Beta Measures Market Risk Except When It Doesn't: Regime-Switching Alpha and Errors in Beta.

Published in:

Journal of Wealth Management, 2011, v. 14, n. 3, p. 67, doi. 10.3905/jwm.2011.14.3.067

By:

CHONG, JAMES;
PHILLIPS, G. MICHAEL

Publication type:

Article

Mandatory CSR reporting and disability employment. Evidence from India.

Published in:

Cogent Business & Management, 2023, v. 10, n. 2, p. 1, doi. 10.1080/23311975.2023.2204601

By:

Oware, Kofi Mintah

Publication type:

Article

LIFO-FIFO, Accounting Ratios and Market Risk.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 1974, v. 12, n. 2, p. 216, doi. 10.2307/2490373

By:

DERSTINE, ROBERT P.;
HUEFNER, RONALD J.

Publication type:

Article

Karbapenem Dirençli Pseudomonas aeruginosa İzolatlarında Metallo Beta Laktamaz Üretiminin Araştırılması.

Published in:

Journal of Turgut Ozal Medical Center, 2013, v. 20, n. 3, p. 237, doi. 10.7247/jtomc.20.3.9

By:

Mansur, Ahmet;
Ay, Selma;
Otlu, Barış;
Güçlüer, Nilay;
Ersoy, Yasemin

Publication type:

Article

A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities.

Published in:

Journal of Financial & Quantitative Analysis, 1986, v. 21, n. 3, p. 307, doi. 10.2307/2331044

By:

Hays, Patrick A.;
Upton, David E.

Publication type:

Article

Forecasting Systematic Risk: Estimates of "Raw" Beta that Take Account of the Tendency of Beta to Change and the Heteroskedasticity of Residual Returns.

Published in:

Journal of Financial & Quantitative Analysis, 1985, v. 20, n. 2, p. 127, doi. 10.2307/2330951

By:

Fisher, Lawrence;
Kamin, Jules H.

Publication type:

Article

Explanations for the Instability of Equity Beta: Risk-Free Rate Changes and Leverage Effects.

Published in:

Journal of Financial & Quantitative Analysis, 1985, v. 20, n. 1, p. 73, doi. 10.2307/2330678

By:

DeJong, Douglas V.;
Collins, Daniel W.

Publication type:

Article

The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 45, doi. 10.2307/2331000

By:

Mandelker, Gershon N.;
Rhee, S. Ghon

Publication type:

Article

On the Robustness of the Roll and Ross Arbitage Pricing Theory.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 1, doi. 10.2307/2330997

By:

Cho, D. Chinhyung;
Elton, Edwin J.;
Gruber, Martin J.

Publication type:

Article

The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 199, doi. 10.2307/2330918

By:

Theobald, Michael

Publication type:

Article

Timing Decisions and the Behavior of Mutual Fund Systematic Risk.

Published in:

1982

By:

Alexander, Gordon J.;
Benson, P. George;
Eger, Carol E.

Publication type:

Conference Paper/Materials

Discussion: Empirical Evidence on Dividends as a Signal of Firm Value.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 4, p. 501, doi. 10.2307/2330904

By:

Brickley, James A.

Publication type:

Article

The Impact of Yield Changes on the Systematic Risk of Bonds.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 1, p. 115, doi. 10.2307/2330932

By:

Rao, Ramesh K. S.

Publication type:

Article

A NEW EMPIRICAL PERSPECTIVE ON THE CAPM.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 4, p. 439, doi. 10.2307/2330365

By:

Reinganum, Marc R.

Publication type:

Article

BETA STATIONARITY AND ESTIMATION PERIOD: SOME ANALYTICAL RESULTS.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 5, p. 747, doi. 10.2307/2331058

By:

Theobald, Michael

Publication type:

Article

RISK POLICY AND LONG-TERM INVESTMENT.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 2, p. 147, doi. 10.2307/2330643

By:

Michaud, Richard O.

Publication type:

Article

BETA NONSTATIONARY, PORTFOLIO RESIDUAL RISK AND DIVERSIFICATION.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 1, p. 95, doi. 10.2307/2330668

By:

Son-Nan Chen

Publication type:

Article

ORTHOGONAL PORTFOLIOS.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 5, p. 1005, doi. 10.2307/2330169

By:

Roll, Richard

Publication type:

Article

NONSTATIONARITY AND EVALUATION OF MUTUAL FUND PERFORMANCE.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 3, p. 639, doi. 10.2307/2330402

By:

Miller, Tom W.;
Gressis, Nicholas

Publication type:

Article

ACCOUNTING BETAS, SYSTEMATIC OPERATING RISK, AND FINANCIAL LEVERAGE: A RISK-COMPOSITION APPROACH TO THE DETERMINANTS OF SYSTEMATIC RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 3, p. 595, doi. 10.2307/2330401

By:

Hill, Ned C.;
Stone, Bernell K.

Publication type:

Article

TOTAL RISK, DIVERSIFIABLE RISK AND NONDIVERSIFIABLE RISK: A PEDAGOGIC NOTE.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 2, p. 289, doi. 10.2307/2330346

By:

Ben-Horim, Moshe;
Levy, Haim

Publication type:

Article

ON THE ESTIMATION AND STABILITY OF BETA.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 1, p. 123, doi. 10.2307/2979022

By:

Alexander, Gordon J.;
Chervany, Norman L.

Publication type:

Article

COMMENT: A TEST OF STONE'S TWO-INDEX MODEL OF RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 3, p. 641, doi. 10.2307/2330193

By:

Chance, Don M.

Publication type:

Article

DYNAMIC ESTIMATION OF PORTFOLIO BETAS.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 3, p. 595, doi. 10.2307/2330190

By:

Umstead, David A.;
Bergstrom, Gary L.

Publication type:

Article

EFFECTS OF MEASUREMENT ERRORS ON SYSTEMATIC RISK AND PERFORMANCE MEASURE OF A PORTFOLIO.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 2, p. 299, doi. 10.2307/2330388

By:

Lee, Cheng F.;
Jen, Frank C.

Publication type:

Article

MEAN-ABSOLUTE-DEVIATION VERSUS LEAST-SQUARES REGRESSION ESTIMATION OF BETA COEFFICIENTS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 123, doi. 10.2307/2330527

By:

Cornell, Bradford;
Dietrich, J. Kimball

Publication type:

Article

BETA AS A RANDOM COEFFICIENT.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 101, doi. 10.2307/2330525

By:

Fabozzi, Frank J.;
Francis, Jack Clark

Publication type:

Article

FURTHER EVIDENCE ON THE STATIONARY OF BETA COEFFICIENTS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 117, doi. 10.2307/2330526

By:

Roenfeldt, Rodney L.;
Griepentrog, Gary L.;
Pflaum, Christopher C.

Publication type:

Article

MARKET PHASE AND THE STATIONARITY OF BETA.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 5, p. 833, doi. 10.2307/2330259

By:

Gooding, Arthur E.;
O'Malley, Terence P.

Publication type:

Article

THE ASSOCIATION BETWEEN MARKET-DETERMINED AND ACCOUNTING-DETERMINED MEASURES OF SYSTEMATIC RISK: SOME FURTHER EVIDENCE.

Published in:

Journal of Financial & Quantitative Analysis, 1975, v. 10, n. 2, p. 231, doi. 10.2307/2979035

By:

Beaver, William;
Manegold, James

Publication type:

Article

EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 2, p. 263, doi. 10.2307/2330104

By:

Rosenberg, Barr

Publication type:

Article

COMMENT: FINANCIAL FACTORS WHICH INFLUENCE BETA VARIATIONS WITHIN AN HOMOGENEOUS INDUSTRY ENVIRONMENT.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 2, p. 243, doi. 10.2307/2330101

By:

Gordon, Edward

Publication type:

Article

COMMENT: THE EFFECTS OF CONGLOMERATE MERGER ACTIVITY ON SYSTEMATIC RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 2, p. 227, doi. 10.2307/2330099

By:

Bicksler, J. L.

Publication type:

Article

THE EFFECTS OF CONGLOMERATE MERGER ACTIVITY ON SYSTEMATIC RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 2, p. 215, doi. 10.2307/2330098

By:

Joehnk, Michael D.;
Nielsen, James F.

Publication type:

Article

IMPACT OF REALIZED INVESTMENTS IN NEW FIXED ASSETS ON GROSS DOMESTIC PRODUCT IN SERBIA.

Published in:

Economics of Agriculture / Ekonomika Poljoprivrede, 2023, v. 70, n. 3, p. 737, doi. 10.59267/ekoPolj2303737G

By:

Vučkovski, Biljana Grujić;
Paraušić, Vesna;
Kljajić, Nataša

Publication type:

Article

Mean Platelet Volume Is Related to Cumulative Disease Damage in Patients with Systemic Lupus Erythematosus.

Published in:

Life (2075-1729), 2024, v. 14, n. 4, p. 428, doi. 10.3390/life14040428

By:

Fernández-Cladera, Yolanda;
Hernández-Díaz, Marta;
García-González, María;
Quevedo-Abeledo, Juan C.;
Quevedo-Rodríguez, Adrián;
Gómez-Bernal, Fuensanta;
Gómez-Moreno, Cristina;
Martín-González, Candelaria;
González-Gay, Miguel Á.;
Ferraz-Amaro, Iván

Publication type:

Article

Vitamin D Levels as a Marker of Severe SARS-CoV-2 Infection.

Published in:

Life (2075-1729), 2024, v. 14, n. 2, p. 210, doi. 10.3390/life14020210

By:

Athanassiou, Lambros;
Kostoglou-Athanassiou, Ifigenia;
Nikolakopoulou, Sofia;
Konstantinou, Alexandra;
Mascha, Olga;
Siarkos, Evangelos;
Samaras, Charilaos;
Athanassiou, Panagiotis;
Shoenfeld, Yehuda

Publication type:

Article

Whose Beta is Best?

Published in:

Financial Analysts Journal, 1983, v. 39, n. 4, p. 67, doi. 10.2469/faj.v39.n4.67

By:

Harrington, Diana R.

Publication type:

Article