Time variation of CAPM betas across market volatility regimes
Azamat Abdymomunov and James Morley
| Year of publication: |
2011
|
|---|---|
| Authors: | Abdymomunov, Azamat ; Morley, James C. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 19/21, p. 1463-1478
|
| Subject: | CAPM | Volatilität | Volatility | Betafaktor | Beta risk | Börsenkurs | Share price | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009356092