has been cited by the following article(s):
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[1]
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Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
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Journal of Empirical Finance,
2024 |
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[2]
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Yritysvastuullisuus markkinasykleissä: ESG-pisteytys osaketuottoa ennakoivana tekijänä Yhdysvaltain osakemarkkinoilla
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2023 |
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[3]
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New methods for testing, prediction, and estimation with applications to finance
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2022 |
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[4]
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Corporate Culture's Impacts On Companies' Asset Prices
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2022 |
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[5]
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Comparison of explanatory power of linear and nonlinear models predicts expected stock returns
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Journal of Securities Exchange,
2022 |
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[6]
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Shrinking in COMFORT
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Available at SSRN 4069441,
2022 |
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[7]
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Nexus Between Equity Pricing Models and Equity Price Fragility: Empirical Insights From Pakistan
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2022 |
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[8]
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Comparison of explanatory power of linear in models predicts expected stock returns
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Journal of Accounting Advances,
2021 |
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[9]
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Heterogeneous Tail Generalized Common Factor Modeling
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Swiss Finance Institute …,
2021 |
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[10]
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Fama French 5 Factor Model Versus Alternative Fama French 5 Factor Model: Evidence from Selected Islamic Countries
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Bilimname,
2021 |
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[11]
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Panic of COVID-19 on the volatility of US portfolios: Applied big data from Google trend
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2020 |
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[12]
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The Time-Varying Coefficient Fama-French Five Factor Model: A Case Study in the Return of Japan Portfolios
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2020 |
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[13]
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Testing the Q-Factor Model against the Carhart Four-Factor Model in the UK
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2020 |
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[14]
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Research on the Applicability of Fama-French Fivefactor Model in Chinese A-share Market
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2018 |
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[15]
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Assessment of Capital Asset Pricing Model in Indian stock market
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International Journal of Research and Analytical Reviews,
2018 |
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[16]
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Research on the Applicability of Fama-French Five-factor Model in Chinese A-share Market
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2018 |
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[17]
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Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Borsa İstanbul Üzerine Bir Uygulama
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Istanbul Business Research,
2018 |
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[18]
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Fama-French Cok Faktor Varlik Fiyatlama Modellerinin Performanslarinin Karsilastirilmasi: Borsa Istanbul Uzerine Bir Uygulama/A Comparison of the Performance of …
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2018 |
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[19]
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Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Borsa İstanbul Üzerine Bir Uygulama.
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2018 |
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[20]
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Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model
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2017 |
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[1]
|
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Journal of Empirical Finance,
2024
DOI:10.1016/j.jempfin.2024.101489
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[2]
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Heterogeneous tail generalized common factor modeling
Digital Finance,
2023
DOI:10.1007/s42521-023-00083-z
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[3]
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Shrinking in COMFORT
SSRN Electronic Journal ,
2022
DOI:10.2139/ssrn.4069441
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[4]
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Nexus Between Equity Pricing Models and Equity Price Fragility: Empirical Insights From Pakistan
Frontiers in Energy Research,
2022
DOI:10.3389/fenrg.2022.840182
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[5]
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FAMA FRENCH 5 FACTOR MODEL VERSUS ALTERNATIVE FAMA FRENCH 5 FACTOR MODEL: EVIDENCE FROM SELECTED ISLAMIC COUNTRIES
Bilimname,
2021
DOI:10.28949/bilimname.952079
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[6]
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Panic of COVID-19 on the volatility of U.S. portfolios: Applied big data from Google trend
2020 1st International Conference on Big Data Analytics and Practices (IBDAP),
2020
DOI:10.1109/IBDAP50342.2020.9245613
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[7]
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Analysis of 48 US Industry Portfolios with a New Fama-French 5-Factor Model
Applied Mathematics,
2017
DOI:10.4236/am.2017.811122
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