Alternative beta risk estimators and asset pricing tests in emerging markets : the case of Pakistan
Year of publication: |
2007
|
---|---|
Authors: | Iqbal, Javed ; Brooks, Robert |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 17.2007, 1, p. 75-93
|
Subject: | CAPM | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Betafaktor | Beta risk | Pakistan | 1999-2005 |
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