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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks

Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283

Persistent link: https://www.econbiz.de/10011508966

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

Quantile relationships between standard, diffusion and jump betas across Japanese banks

Chowdhury, Biplob; Jeyasreedharan, Nagaratnam; Dungey, … - In: Journal of Asian economics 59 (2018), pp. 29-47

Persistent link: https://www.econbiz.de/10012102893

An empirical investigation into the applicability of Fama-French Three Factor Model in explaining portfolio returns : evidence from non-financial firms on the Ghana stock exchange

Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of financial research 7 (2016) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10011560885

The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period

Jatmiko, Dadang Prasetyo - In: Investment management and financial innovations 12 (2015) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10010515867

Analysing assets' performance inside a portfolio : from crossed beta to the net risk premium ratio

Bosch-Badia, Maria-Teresa; Montllor i Serrats, Joan; … - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

definition of crossed beta and the net risk premium ratio that stems from it. The latter fulfils the axioms of risk …

Persistent link: https://www.econbiz.de/10011877322

A lottery-demand-based explanation of the beta anomaly

Bali, Turan G.; Brown, Stephen J.; Murray, Scott; Tang, Yi - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2369-2397

Persistent link: https://www.econbiz.de/10011929337

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

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Estimation of equity betas in an emerging stock market : the Nigerian case

Nwude, E. Chuke - In: Asian Journal of Empirical Research 3 (2013) 6, pp. 725-737

markets with particular reference to Nigeria. Beta is a major component of the capital Asset Pricing Model (CAPM) used in the … period of study is Oceanic bank with beta coefficient of 1.63 and the least volatile stock is Ecobank with beta coefficient …

Persistent link: https://www.econbiz.de/10009779152

What drives the value premium? : risk versus mispricing ; evidence from international markets

Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39

Persistent link: https://www.econbiz.de/10010357098

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