Search Results - person:"Bahri, S.Saiful"

Narrow search

The stability of risk factors in the UK stock market

Sufar Bahri, Saiful; Leger, Lawrence A. - In: Applied financial economics 11 (2001) 4, pp. 411-422

Persistent link: https://www.econbiz.de/10001595027

The stability of risk factors in the UK stock market

Bahri, S.Saiful; Leger, Lawrence A. - In: Applied financial economics 11 (2001) 4, pp. 411-422

Persistent link: https://www.econbiz.de/10007668569

The stability of risk factors in the UK stock market

Bahri, S. Saiful; Leger, Lawrence - In: Applied Financial Economics 11 (2001) 4, pp. 411-422

The stability of risk factors in the UK stock market is examined over time and across stock samples. Risk factors were identified by principal components analysis (PCA) on 22 small samples of stocks, over short time horizons. Stability across samples was investigated by a second-stage PCA, to...

Persistent link: https://www.econbiz.de/10009200817

The stability of the factor structure of the UK stock market

Sufar Bahri, Saiful; Leger, Lawrence A. - 1998

Persistent link: https://www.econbiz.de/10001397550

The hedging power of Beta in the UK stock market

Sufar Bahri, Saiful; Leger, Lawrence A. - 1997

Persistent link: https://www.econbiz.de/10000979590