Beta and size revisited : evidence from the French stock market
Year of publication: |
October 2016
|
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Authors: | Xiao, Bing |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 7.2016, 5, p. 42-50
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Subject: | conditional beta | market risk premium | ARCH models | Risikoprämie | Risk premium | Frankreich | France | CAPM | Betafaktor | Beta risk | Aktienmarkt | Stock market | Schätzung | Estimation | ARCH-Modell | ARCH model |
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