Showing 1 - 10 of 3,610
Persistent link: https://www.econbiz.de/10003295874
, China, Bangladesh, Malaysia, Philippine, and South Korea) stock markets and developed (e.g., United States, United Kingdom …
Persistent link: https://www.econbiz.de/10012895619
Persistent link: https://www.econbiz.de/10001534642
rates, we ask if the required returns determined by the Local CAPM model and those determined by the Global CAPM model are … the Local CAPM is 13.83% while that of the Global CAPM is 20.38%. Our discovery that the estimated cost of capital for the …
Persistent link: https://www.econbiz.de/10013065193
Persistent link: https://www.econbiz.de/10014331744
Persistent link: https://www.econbiz.de/10013531602
Persistent link: https://www.econbiz.de/10010391061
The paper investigates value and momentum factors in 23 developed international stock markets. We find that typically value and momentum premia are smaller and more negatively correlated for large market capitalization stocks relative to small. Momentum factors are more highly correlated...
Persistent link: https://www.econbiz.de/10013072225
Persistent link: https://www.econbiz.de/10003743877
Persistent link: https://www.econbiz.de/10003533670