In this paper we estimated IBM beta from 2000 to 2013, then using differential equation mathematical formula we split … up the annual beta’s change attributed to the volatility market effect, the stock volatility effect, the correlation …

Asset Pricing Model (CAPM) under different data frequencies, time frames and indices. It is found that there is no …

levered beta and, through it, the optimal capital structure of corporate firms. Despite its regular use in the industry, it is …

(σ) convergence refers to a reduction in the dispersion of levels of income across economies; beta (β) convergence occurs … when poor economies grow faster than rich ones. This research estimates absolute and beta convergence using natural log of … income parameters. This research estimates absolute and beta convergence firstly for all countries of the world; then for all …

). We use the valuation Ohlson model and an extension of it. The Ohlson-Beta model includes the Beta elasticity as an …. The traditional Ohlson variables are significant and have the postulated signs. The Beta variable is also significant …

market portfolio return. The results confirmed the presence of an “Asymmetric Beta Puzzle” in agreement with other previous …