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  • Search: subject:"CAPM beta"
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Year of publication
Subject
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CAPM beta 8 CAPM 6 Beta risk 5 Betafaktor 5 Estimation 4 Schätzung 4 Theorie 3 Theory 3 Börsenkurs 2 CAPM Beta 2 Capital income 2 DCC 2 Developed countries 2 Downside beta 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Fed information shocks 2 Kapitaleinkommen 2 Share price 2 Time-varying 2 asset pricing 2 investments 2 monetary policy 2 Aktienmarkt 1 Ankündigungseffekt 1 Announcement effect 1 China 1 Developing countries 1 Entwicklungsländer 1 Firm age 1 Firm growth 1 Firm performance 1 Geldpolitik 1 Geldpolitische Transmission 1 Growth option 1 India 1 Indien 1 Information Efficiency 1 Information opacity 1 Informational efficiency 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 8 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 7 Undetermined 3
Author
All
Hsu, Alex 2 Mitra, Indrajit 2 Tsai, Hsiu-Jung 2 Yang, Chih-Yuan 2 Zeng, Linghang 2 Chen, Ming Chieh 1 Chen, Ming-Chi 1 Chen, Xu-Dong 1 Fraser, Patricia 1 GALAGEDERA, DON U. A. 1 Gao, Ya-Chun 1 Groenewold, Nicolaas 1 Hong, KiHoon 1 Liu, Hao 1 Novák, Jiri 1 Saji, T. G. 1 Zhang, Hao 1
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Published in...
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International review of economics & finance : IREF 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Finance a úvěr 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International Review of Economics & Finance 1 Mathematics and Computers in Simulation (MATCOM) 1 Risk governance & control : financial markets & institutions 1 Working Paper 1 Working papers / Federal Reserve Bank of Atlanta 1
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Source
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ECONIS (ZBW) 6 RePEc 3 EconStor 1
Showing 1 - 10 of 10
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The profitability of monetary policy transmission
Hsu, Alex; Mitra, Indrajit; Zeng, Linghang - 2023
(CAPM) beta have a higher investment rate sensitivity to the CBI component; no similar heterogeneity in investment response …
Persistent link: https://www.econbiz.de/10014388420
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The profitability of monetary policy transmission
Hsu, Alex; Mitra, Indrajit; Zeng, Linghang - 2023
(CAPM) beta have a higher investment rate sensitivity to the CBI component; no similar heterogeneity in investment response …
Persistent link: https://www.econbiz.de/10014296452
Saved in:
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Mean reversals and stock market overreactions : further evidence from India
Saji, T. G. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 4, pp. 467-477
Persistent link: https://www.econbiz.de/10014331571
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Firm age and beta : evidence from China
Liu, Hao; Zhang, Hao; Gao, Ya-Chun; Chen, Xu-Dong - In: International review of economics & finance : IREF 77 (2022), pp. 244-261
Persistent link: https://www.econbiz.de/10013332352
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Is a larger equity market more information efficient? : evidence from intervalling effect
Hong, KiHoon - In: Risk governance & control : financial markets & institutions 6 (2016) 3, pp. 36-44
Persistent link: https://www.econbiz.de/10011673133
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Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri - In: Finance a úvěr 65 (2015) 2, pp. 167-190
Persistent link: https://www.econbiz.de/10010504700
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A time-varying perspective on the CAPM and downside betas
Tsai, Hsiu-Jung; Chen, Ming Chieh; Yang, Chih-Yuan - In: International review of economics & finance : IREF 29 (2014), pp. 440-454
Persistent link: https://www.econbiz.de/10010432321
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A time-varying perspective on the CAPM and downside betas
Tsai, Hsiu-Jung; Chen, Ming-Chi; Yang, Chih-Yuan - In: International Review of Economics & Finance 29 (2014) C, pp. 440-454
In the current study, we focus on the capital asset pricing model (CAPM) beta and downside betas. The empirical results …, the DCC downside betas (HW-beta and HR-beta) more effectively explain the expected stock market returns than does the CAPM … beta. …
Persistent link: https://www.econbiz.de/10010729744
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AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA
GALAGEDERA, DON U. A. - In: International Journal of Theoretical and Applied … 12 (2009) 03, pp. 341-358
CAPM beta is still a widely used measure of systematic risk. A number of studies compare the empirical performance of CAPM … frameworks, analytical relationships between the CAPM beta and downside beta are derived. The derived relationships reveal that … beta and downside beta in explaining the variation in portfolio returns and report mixed results. This paper provides a …
Persistent link: https://www.econbiz.de/10005006746
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Time-varying estimates of CAPM betas
Groenewold, Nicolaas; Fraser, Patricia - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 531-539
It is well known that the CAPM beta is not stable over time. We investigate the nature of the time-variation in betas …
Persistent link: https://www.econbiz.de/10010748884
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