Similar Search Results

A critique of momentum anomalies

Souza, Thiago de Oliveira - 2019

Persistent link: https://www.econbiz.de/10011993159

Measuring volatility persistence and risk in Southern and East African stock markets

Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10011332918

An analysis of the relationship between risk and expected return in the BRVM stock exchange : test of the CAPM

Pamane, Kolani; Vikpossi, Anani Ekoue - In: Research in world economy 5 (2014) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10010461988

The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market

Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10011834005

Type of traders' effect on risk and return : the case of Egyptian stock exchange

Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268

Persistent link: https://www.econbiz.de/10011446687

A study on risk return relationship of Indian equity markets

Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022

Persistent link: https://www.econbiz.de/10014434886

The effects of direct democracy on stock market risk and returns : an event study from Switzerland

Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13

The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...

Persistent link: https://www.econbiz.de/10014233147

Asymmetric ambiguity spillover among international equity markets

Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849

Persistent link: https://www.econbiz.de/10014305155

CAPM model applied to the Portuguese stock market

Teixeira, Natália; Silva, Mariana; Silva, Rui Vinhas da; … - In: International journal of electronic finance : IJEF 12 (2023) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10014309629

Jump-dependent model for optimal index futures hedging in five major Asian stock markets

Lai, Yi-Hao; Wang, Yi-Chiuan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 786-796

Persistent link: https://www.econbiz.de/10011563109