Similar Search Results

MENA stock market volatility persistence : evidence before and after the financial crisis of 2008

Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240

Persistent link: https://www.econbiz.de/10011594406

Microstructures, financial reforms and informational efficiency in an emerging market

Arjoon, Vaalmikki - In: Research in international business and finance 36 (2016), pp. 112-126

Persistent link: https://www.econbiz.de/10011594282

China vs. U.S. : IMS meets IPS

Maggiori, Matteo; Farhi, Emmanuel - 2019

Persistent link: https://www.econbiz.de/10012041967

An event study of COVID-19 central bank quantitative easing in advanced and emerging economies

Hartley, Jonathan; Rebucci, Alessandro - 2020

Persistent link: https://www.econbiz.de/10012228897

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...