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Asset pricing and default risk

Breig, Christoph - 2011

Persistent link: https://www.econbiz.de/10008779050

Essays in empirical asset pricing : liquidity, idiosyncratic risk, and the conditional risk-return relation

Koch, Stefan - 2010

Persistent link: https://www.econbiz.de/10008857286

Market and accounting measures of risk : the case of the Frankfurt stock exchange

Rutkowska-Ziarko, Anna - In: Risks : open access journal 10 (2022) 1, pp. 1-17

The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta coefficients as a systematic risk measure. The...

Persistent link: https://www.econbiz.de/10012805424

Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt

Linnenbrink, Karin - 1998 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000672629

The stable long-run CAPM and the cross-section of expected returns

Kurz-Kim, Jeong-Ryeol - 2002

The capital-asset-pricing model (CAPM) is one of the most popular methods of financial market analysis. But, evidence … of the poor empirical performance of the CAPM has accumulated in the literature. For example, based on their empirical … results regarding the relation between market Beta and average return, Fama and French (1996) conclude that the CAPM is no …