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Dec 30 2013 Sandrine Jacob Leal
  Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2013 Gueorgui I. Kolev
  Two gold return puzzles
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon
  On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 14 2012 Walid Chkili
  Is currency risk priced for emerging stock markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 17 2012 Yunmi Kim
  Autoregressive conditional beta
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2011 Atsushi Maki and Kenji Wada
  Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 10 2011 Khaled Guesmi
  Time varying regional integration in emerging stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2010 Yves Jegourel and Samuel Maveyraud
  A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini
  Analysis of structural breaks in the stock market integration of mexico into world
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 22 2007 Quentin Wodon
  Constructing Fama-French Factors from style indexes: Japanese evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2005 Min-Hsien Chiang and Chihwa Kao
  Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
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Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
  Abstract  Contact Information  Citation  Full Text  -  Note