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Risk Decomposition and Portfolio Diversification When Beta Is Nonstationary: A Note.. (1981). chen, son-nan ; Keown, Arthur J.
In: Journal of Finance.
RePEc:bla:jfinan:v:36:y:1981:i:4:p:941-47.

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  1. Information distance: Conceptual development and empirical tests of a novel measure of cross-national distance. (2024). Puck, Jonas ; Lindner, Thomas.
    In: Journal of International Management.
    RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000844.

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  2. On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth.
    In: Economic Thought journal.
    RePEc:bas:econth:y:2022:i:3:p:249-268.

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  3. Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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  4. Risk decomposition, estimation error, and naïve diversification. (2020). Haensly, Paul J.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302165.

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  5. Less Myth, More Measurement: Decomposing Excess Returns from the 1989 Minimum Wage Hike. (2012). Lin, Carl.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6269.

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  6. Time dependent behavior of the Asian and the US REITs around the subprime crisis. (2012). Chang, Chien-Yun .
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:30:y:2012:i:3:p:282-303.

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  7. Assessing the impact of heteroskedasticity for evaluating hedge fund performance. (2011). Marshall, Andrew ; Tang, Leilei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:1:p:12-19.

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  8. Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE. (2009). Mazouz, Khelifa ; Bowe, Michael .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:3:p:203-212.

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  9. Intertemporal Test of Beta Stationarity Performance of Islamic Sector Structured Mutual Funds. (2008). Ahmedov, Hikmat ; Elfakhani, Said ; Homaifar, Ghassem ; Haddad, Mahmoud .
    In: Working Papers.
    RePEc:erg:wpaper:427.

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  10. The reversal of large stock price declines: The case of large firms. (2003). Richie, Nivine ; Benou, Georgina .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:27:y:2003:i:1:p:19-38.

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  11. Local exchange competition and the Telecommunications Act of 1996. (2003). CLEMENT G. K ROU SE, ; Park, Jongsur ; Krouse, Clement G..
    In: Information Economics and Policy.
    RePEc:eee:iepoli:v:15:y:2003:i:2:p:223-241.

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  12. A new stochastically flexible event methodology with application to Proposition 103. (1999). CHEN, Hwei-Mei ; Brockett, Patrick L. ; Garven, James R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:25:y:1999:i:2:p:197-217.

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  13. An investigation into the extent of beta instability in the Singapore stock market. (1998). faff, robert ; Brooks, Robert ; Ariff, Mohamed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:87-101.

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  14. A further examination of the effect of diversification on the stability of portfolio betas. (1997). faff, robert ; Brooks, R D.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:1:p:9-14.

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  15. A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions. (1997). faff, robert ; Brooks, Robert ; Yew, Kee Ho, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:2:p:197-219.

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