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The scale and patterns of abnormal returns to equity investment in UK electricity distribution
Buckland, Roger; Fraser, Patricia - In: Global finance journal 13 (2002) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10001716568
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US equity markets and environmental policy : the case of electric utility investor behavior during the passage of the Clean Air Act Amendments of 1990
Diltz, J. David - In: Environmental & resource economics : the official … 23 (2002) 4, pp. 379-401
Persistent link: https://www.econbiz.de/10001723634
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Policy shocks and stock market returns : evidence from Chinese solar panels
Crowley, Meredith A.; Meng, Ning; Song, Huasheng - 2019
Persistent link: https://www.econbiz.de/10012692633
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Policy shocks and stock market returns : evidence from Chinese solar panels
Crowley, Meredith A.; Meng, Ning; Song, Huasheng - In: Journal of the Japanese and international economies : … 51 (2019), pp. 148-169
Persistent link: https://www.econbiz.de/10012260269
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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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The impact of Brazil's currency crisis on Brazilian American depository receipts
Jeffus, Wendy - In: Banks and bank systems : international research journal 4 (2009) 2, pp. 29-37
Persistent link: https://www.econbiz.de/10003988585
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Do dividends matter for stock returns? : evidence from the Brazilian market
Silva, André Luiz Carvalhal da - In: Economics of emerging markets, (pp. 317-327). 2008
Persistent link: https://www.econbiz.de/10003683657
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Stock returns and foreign investment in Brazil
Reis, Luciana; Meurer, Roberto; Silva, Sergio da - In: Applied financial economics 20 (2010) 16/18, pp. 1351-1361
Persistent link: https://www.econbiz.de/10009010941
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Testing the CAPM for the Brazilian stock market using multivariate GARCH between 1995 and 2012
Godeiro, Lucas Lúcio; Silva, Cesar R. da; Rodrigues, … - In: Journal of finance and investment analysis 2 (2013) 2, pp. 15-39
The paper tests the CAPM for the Brazilian stock market using dynamic betas. The sample involves 28 stocks included in the Ibovespa portfolio as of March 21, 2012 and that were traded during the period from Jan. 01, 1995 to March 20, 2012. Dynamic betas were estimated and conditional betas...
Persistent link: https://www.econbiz.de/10009746028
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The relation between expected returns and volatility in the Brazilian stock market
Avelino, Ricardo R. G. - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10009705452