Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Samartzis, Panagiotis"'
Publikováno v:
Journal of Economic Studies, 2023, Vol. 51, Issue 6, pp. 1199-1215.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-06-2023-0327
Publikováno v:
In The Journal of Economic Asymmetries June 2024 29
Akademický článek
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This paper investigates the implications of time-varying betas in factor models for stock returns. It is shown that a single-factor model (SFMT) with autoregressive betas and homoscedastic errors (SFMT-AR) is capable of reproducing the most important
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::6b83719be7552db5925e1a026eadb9b4
http://eprints.lse.ac.uk/65548/
http://eprints.lse.ac.uk/65548/
Autor:
Prezerakos, Panagiotis, Dreliozi, Angeliki, Samartzis, Panagiotis, Drosatos, Vasilios, Malliarou, Maria, Galanis, Petros, Petsios, Konstantinos
Publikováno v:
International Journal of Caring Sciences; Apr2019, Vol. 12 Issue 1, p321-330, 10p, 3 Charts
Autor:
Koundouri P; School of Economics, Athens University of Economics and Business, Athens, Greece., Pittis N; Banking and Financial Management, University of Piraeus, Piraeus, Greece., Samartzis P; Banking and Financial Management, University of Piraeus, Piraeus, Greece., Englezos N; Banking and Financial Management, University of Piraeus, Piraeus, Greece., Papandreou A; School of Economics, National and Kapodistrian University of Athens, Athens, Greece.
Publikováno v:
Open research Europe [Open Res Eur] 2022 Jan 21; Vol. 2, pp. 9. Date of Electronic Publication: 2022 Jan 21 (Print Publication: 2022).
Autor:
Pittis N; Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece., Koundouri P; School of Economics and ReSEES Laboratory, Athens University of Economics and Business; Sustainable Development Unit, Athena Research Center; World Academy of Arts and Science; UN SDSN-Europe, Athens, Greece., Samartzis P; Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece., Englezos N; Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece., Papandreou A; School of Economics, National and Kapodistrian University of Athens, Athens, Greece.
Publikováno v:
Open research Europe [Open Res Eur] 2021 Mar 24; Vol. 1, pp. 13. Date of Electronic Publication: 2021 Mar 24 (Print Publication: 2021).