Theriou, Nikolaos G.; Aggelidis, Vassilios P.; … - In: Managerial Finance 36 (2010) December, pp. 1043-1056
Purpose – The purpose of this paper is to examine the relationship between beta and returns in the Athens stock exchange (ASE), taking into account the difference between positive and negative market excess returns' yields. Design/methodology/approach – The data were taken from DataStream...
