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Assessing systematic risk using time series regression : an evidence from Indian capital market
Prakash R. P.; Yaragol, Prakash Basanna - In: The journal of Institute of Public Enterprise 41 (2018) 3/4, pp. 46-62
Persistent link: https://www.econbiz.de/10012023499
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Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
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Determinant of Stock Systematic Risks
Pasaribu, Rowland Bismark - 2017
This study aims to analyze and test empirically the influence of corporate financial performance against systematic risk on stocks. The analysis technique used is multiple linear regression. The results showed that the financial performance did not significantly affect the systematic risk of the...
Persistent link: https://www.econbiz.de/10012942864
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Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705
Persistent link: https://www.econbiz.de/10011408519
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Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 42 (2022) 8, pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Asset pricing in the Indian capital market : a study of positive and negative return periods
Singla, Ravi; Pasricha, J. S. - In: Journal of academic research in economics 4 (2012) 1, pp. 90-101
Persistent link: https://www.econbiz.de/10010247066
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Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534
Persistent link: https://www.econbiz.de/10011489295
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Wavelet-Based Beta Estimation : Applications to Indian Stock Market
M., Aasif - 2012
This paper applies the multi-scale beta estimation approach based on wavelet analysis to all stocks comprising BSE … shown that the multi-scale beta estimation approach is useful in certain cases …
Persistent link: https://www.econbiz.de/10013103832
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Wavelet-Based Beta Estimation : Applications to Indian Stock Market
M., Aasif - 2012
This paper applies the multi-scale beta estimation approach based on wavelet analysis to all stocks comprising BSE … shown that the multi-scale beta estimation approach is useful in certain cases …
Persistent link: https://www.econbiz.de/10013104218