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~person:"Das, Sudipta"
~person:"Feder-Sempach, Ewa"
~person:"Nuño, Galo"
~person:"Polk, Christopher"
~subject:"CAPM"
~type:"article"
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Das, Sudipta
Feder-Sempach, Ewa
Nuño, Galo
Polk, Christopher
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18
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ECONIS (ZBW)
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1
The Bayesian method in estimating Polish and German industry betas : a comparative nalysis of the risk between the main economic sectors from 2001-2020
Feder-Sempach, Ewa
;
Szczepocki, Piotr
- In:
Comparative economic research : Central and Eastern Europe
25
(
2022
)
2
,
pp. 45-60
This paper examines the long‑term dependence between the Polish and German stock markets in terms of industry beta risk estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and German beta parameters of five Polish and...
Persistent link: https://www.econbiz.de/10013334984
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2
Time-varying beta : the case study of the largest companies from the Polish, Czech, and Hungarian stock exchange
Dębski, Wiesław
;
Feder-Sempach, Ewa
;
Szczepocki, Piotr
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
13
,
pp. 3855-3877
Persistent link: https://www.econbiz.de/10012623485
Saved in:
3
Size, value and momentum in stock returns : evidence from India
Das, Sudipta
;
Barai, Parama
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 284-302
Persistent link: https://www.econbiz.de/10011583841
Saved in:
4
Beta stability over bull and bear market on the Warsaw Stock Exchange
Dębski, Wiesław
;
Feder-Sempach, Ewa
;
Świderski, Bartosz
- In:
Folia oeconomica Stetinensia : FOS
16
(
2016
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10011713439
Saved in:
5
Empirical evidence of conditional asset pricing in the Indian stock market
Das, Sudipta
- In:
Economic systems
39
(
2015
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011527498
Saved in:
6
Learning from experience in the stock market
Nakov, Anton
;
Nuño, Galo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
Saved in:
7
Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta
;
Barai, Parama
- In:
International journal of emerging markets
10
(
2015
)
3
,
pp. 521-534
Persistent link: https://www.econbiz.de/10011489295
Saved in:
8
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
9
Beta coefficients of Polish blue chip companies in the period of 2005 - 2011
Dębski, Wiesław
;
Feder-Sempach, Ewa
- In:
Folia oeconomica Stetinensia : FOS
12
(
2012
)
2
,
pp. 90-102
Persistent link: https://www.econbiz.de/10010241685
Saved in:
10
Money illusion in the stock market : the Modigliani-Cohn hypothesis
Cohen, Randolph B.
;
Polk, Christopher
;
Vuolteenaho, Tuomo
- In:
The quarterly journal of economics
120
(
2005
)
2
,
pp. 639-668
Persistent link: https://www.econbiz.de/10002975081
Saved in:
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