Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Year of publication: |
2015
|
---|---|
Authors: | Novák, Jiri |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 2, p. 167-190
|
Subject: | asset pricing | CAPM beta | factor pricing models | three-factor model | market efficiency | Sweden | Scandinavia | CAPM | Betafaktor | Beta risk | Schweden | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Risiko | Risk |
-
Is a larger equity market more information efficient? : evidence from intervalling effect
Hong, KiHoon, (2016)
-
Rojo-Suárez, Javier, (2022)
-
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias, (2002)
- More ...
-
Where have all the alphas gone? A meta-analysis of hedge fund performance
Yang, Fan, (2024)
-
How puzzling is the forward premium puzzle? A meta-analysis
Zigraiova, Diana, (2020)
-
Are estimates of the impact of shareholder activism published selectively?
Bajzika, Josef, (2023)
- More ...