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Macroeconomic influences on beta
13 references·9 citing·41 second hop
Macroeconomic influences on beta (1989)Macroeconomic influences on betaMacroeconomic information and stock prices (1987)Macroeconomic information and…THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES (1986)THE ARBITRAGE PRICING THEORY …Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Investment Analysis and Portfolio Management. (1982)Investment Analysis and Portf…Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…Sources of Systematic Risk in Common Stocks (1976)Sources of Systematic Risk in…Prediction of Beta from Investment Fundamentals: Part Two (1976)Prediction of Beta from Inves…Prediction of Beta from Investment Fundamentals: Part One (1976)Prediction of Beta from Inves…The Prediction of Systematic and Specific Risk in Common Stocks (1973)The Prediction of Systematic …THE SUPPLY OF MONEY AND COMMON STOCK PRICES (1971)THE SUPPLY OF MONEY AND COMMO…The Association Between Market Determined and Accounting Determined Risk Measures. (1970)The Association Between Marke…Money and stock prices (1964)Money and stock pricesCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Systematic risk behavior in cyclical industries: The case of shipping (2016)Systematic risk behavior in c…Conditional market beta for REITs: A comparison of modeling techniques (2012)Conditional market beta for R…The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model (2009)The estimation and determinan…Applications of State Space Models in finance (2009)Applications of State Space M…Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach (2007)Estimating Beta-Coefficients …Modeling country risk in Latin America: A country beta approach (2006)Modeling country risk in Lati…An empirical model of the Brazilian country risk -- an extension of the beta country risk model (2006)An empirical model of the Bra…Modeling Australia’s country risk: a country beta approach (2000)Modeling Australia’s country …Asymmetric impact of trade balance news on asset prices (1998)Asymmetric impact of trade ba…A Simplified Model for Portfolio Analysis (1963)Financial Ratios As Predictors of Failure (1966)Efficient Inference in a Random Coefficient Regression Model (1970)The Association Between Market-Determined and Accounting-Determined Measures of Systematic Risk: Some Further Evidence (1975)Modern Investment Management: An Equilibrium Approach (2003)Modeling renewable energy company risk (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Asset Prices in an Exchange Economy (1978)Portfolio management with heuristic optimization (2005)Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)Inflation and the Stock Market (1978)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Price volatility, international market links, and their implications for regulatory policies (1989)Events That Shook the Market (2002)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Behavior of Stock-Market Prices (1965)Environmental purchasing and firm performance: an empirical investigation (2000)Accounting Discretion, Corporate Governance, and Firm Performance* (2008)The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (2012)How Many Stocks Make a Diversified Portfolio? (1987)Stock market volatility, excess returns, and the role of investor sentiment (2002)Sorting things out: valuation of new firms in uncertain markets (2003)Integrating artificial neural networks with rule-based expert systems (1994)Financial modelling: Where to go? With an illustration for portfolio management (1997)Contractor’s Risk Attitudes in the Selection of International Construction Projects (2005)Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique (1981)Explaining financial difficulties based on previous payment behavior, management background variables and financial ratios (2005)Equity Systematic Risk (Beta) and Its Determinants* (2007)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Cyclical variations in the risk structure of interest rates (1975)MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)Economic variables and stock market returns: evidence from the Athens stock exchange (2006)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1979Investment Analysis and Portfolio Management.985 cited
  • 1970The Association Between Market Determined and Accounting Determined Risk Measures.573 cited
  • 1973The Prediction of Systematic and Specific Risk in Common Stocks272 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1971THE SUPPLY OF MONEY AND COMMON STOCK PRICES173 cited
  • 1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES120 cited
  • 1982Investment Analysis and Portfolio Management.114 cited
  • 1976Sources of Systematic Risk in Common Stocks89 cited
  • 1976Prediction of Beta from Investment Fundamentals: Part One89 cited
  • 1964Money and stock prices57 cited
  • 1976Prediction of Beta from Investment Fundamentals: Part Two49 cited

Cited by

  • 2016Systematic risk behavior in cyclical industries: The case of shipping39 cited
  • 2000Modeling Australia’s country risk: a country beta approach35 cited

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2009
The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model
33 cited
  • 2007Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach33 cited
  • 2006Modeling country risk in Latin America: A country beta approach31 cited
  • 2009Applications of State Space Models in finance26 cited
  • 1998Asymmetric impact of trade balance news on asset prices24 cited
  • 2012Conditional market beta for REITs: A comparison of modeling techniques24 cited
  • 2006An empirical model of the Brazilian country risk -- an extension of the beta country risk model22 cited