Add to ORKG[[sponsorship]]Asia-Pacific Risk and Insurance Association[[conferencetype]]國際[[conferencedate]]20100725~20100729[[booktype]]電子版[[iscallforpapers]]Y[[conferencelocation]]Singapor
Professional Doctorate - Doctor of Philosophy (PhD)This thesis contains four empirical studies in as...
We find consistent value and momentum return premia across eight diverse markets and asset classes, ...
Developing capital market has facilitated the researchers to acces secondary data that are periodica...
[[abstract]]The purpose of this paper is to test whether the momentum effect has the significant imp...
This article presents new evidence on the cost of equity capital by line of insurance for the proper...
NBER Asset Pricing Meeting for helpful comments. The authors acknowledge funding from a Q-Grou
There is much research and literature on the cost of capital which, for industrial firms, may includ...
Risk-adjusted momentum returns are usually estimated by sorting stocks into a regularly rebalanced l...
Risk-adjusted momentum returns are usually estimated by constructing momentum portfolios and then ru...
In this paper we estimate the equity beta and cost of capital of Japanese property liability insuran...
We suggest a risk-based explanation of the momentum anomaly. Controlling for the exposure to systema...
Professional Doctorate - Doctor of Philosophy (PhD)This thesis contains four empirical studies in as...
We find consistent value and momentum return premia across eight diverse markets and asset classes, ...
Developing capital market has facilitated the researchers to acces secondary data that are periodica...
[[abstract]]The purpose of this paper is to test whether the momentum effect has the significant imp...
This article presents new evidence on the cost of equity capital by line of insurance for the proper...
NBER Asset Pricing Meeting for helpful comments. The authors acknowledge funding from a Q-Grou
There is much research and literature on the cost of capital which, for industrial firms, may includ...
Risk-adjusted momentum returns are usually estimated by sorting stocks into a regularly rebalanced l...
Risk-adjusted momentum returns are usually estimated by constructing momentum portfolios and then ru...
In this paper we estimate the equity beta and cost of capital of Japanese property liability insuran...
We suggest a risk-based explanation of the momentum anomaly. Controlling for the exposure to systema...
Professional Doctorate - Doctor of Philosophy (PhD)This thesis contains four empirical studies in as...
We find consistent value and momentum return premia across eight diverse markets and asset classes, ...
Developing capital market has facilitated the researchers to acces secondary data that are periodica...