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Is co-skewness a better measure of risk in the downside than downside beta? : evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 3, pp. 214-230

Persistent link: https://www.econbiz.de/10003499625

Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market

Nurjannah; Galagedera, Don U. A.; Brooks, Robert - In: Journal of emerging market finance 11 (2012) 3, pp. 271-300

Persistent link: https://www.econbiz.de/10010380791

Is systematic downside beta risk really priced? : Evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - 2005

Persistent link: https://www.econbiz.de/10003048166

An analytical framework for explaining relative performance of CAPM beta and downside beta

Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358

Persistent link: https://www.econbiz.de/10003867409

Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities

Galagedera, Don U. A.; Shami, Roland G. - 2003

Persistent link: https://www.econbiz.de/10001892068

An Analytical Framework for Explaining Relative Performance of CAPM Beta and Downside Beta

Galagedera, Don U. A. - 2009

Even though investors' view of risk is generally regarded as related to the downside of the return distribution the CAPM beta is still a widely used measure of systematic risk. A number of studies compare the empirical performance of CAPM beta and downside beta in explaining the variation in...

Persistent link: https://www.econbiz.de/10013153465

The impact of capital controls on Malaysian banking industry betas

Brooks, Robert; Shoung, Lye Chee - In: Applied financial economics letters 2 (2006) 4, pp. 247-249

Persistent link: https://www.econbiz.de/10003351946

Do realized betas exhibit up/down market tendencies?

Woodward, G. Thomas; Brooks, Robert - In: International review of economics & finance : IREF 18 (2009) 3, pp. 511-519

Persistent link: https://www.econbiz.de/10003881651

Alternative beta risk estimators and asset pricing tests in emerging markets : the case of Pakistan

Iqbal, Javed; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10003441921

Does volume help in pedicting stock returns? : analysis of the Australian market

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert - In: Research in international business and finance 24 (2010) 2, pp. 146-157

Persistent link: https://www.econbiz.de/10003965059