Analysis of systematic risk around firm-specific news in an emerging market using high frequency data
by Shabir A.A. Saleem, Peter N. Smith, Abdullah Yalaman
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Saleem, Shabir A. A. ; Smith, Peter N. ; Yalaman, Abdullah |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | Realized Beta | Firm-specific News | Earnings Announcements | Emerging Market | Schwellenländer | Emerging economies | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Betafaktor | Beta risk |
freely available
| Extent: | 1 Online-Ressource (circa Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2021, 35 (March 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012586184