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Modified degree of operating leverage risk measure
Aharon, David Y.; Kroll, Yoram; Riff, Sivan - In: Finance research letters 51 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014291622
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Delineating investors' rationality and behavioural biases : evidence from the Indian stock market
Sharma, Manika; Firoz, Mohammad - In: International journal of management practice : IJMP 15 (2022) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10012800122
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Risk Measures for Autocorrelated Hedge Fund Returns
Cesare, Antonio Di; Stork, Philip A.; de Vries, Casper G. - 2011
Standard risk metrics tend to underestimate the true risks of hedge funds becauseof serial correlation in the reported returns. Getmansky et al. (2004) derive mean,variance, Sharpe ratio, and beta formulae adjusted for serial correlation. Followingtheir lead, adjusted downside and global...
Persistent link: https://www.econbiz.de/10010326197
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Modelling stock returns in Africa's emerging equity markets
Alagidede, Paul; Panagiōtidēs, Theodōros - In: International review of financial analysis 18 (2009) 1/2, pp. 1-11
Persistent link: https://www.econbiz.de/10003850289
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An econometric analysis of African stock market : annual returns analysis, day-of-the-week effect and volatility of returns
Chukwuogor-Ndu, Chiaku - In: African journal of accounting, economics, finance and … 1 (2007), pp. 22-37
Persistent link: https://www.econbiz.de/10003853524
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North Africa stock markets : analysis of long memory and persistence of shocks
Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 2, pp. 101-111
Persistent link: https://www.econbiz.de/10003972063
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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio; Stork, Philip; Vries, Casper G. de - 2011
Persistent link: https://www.econbiz.de/10009230368
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Do regulatory policies affect the flow of information in emerging markets?
Farag, Hisham; Cressy, Robert C. - In: Research in international business and finance 25 (2011) 3, pp. 238-254
Persistent link: https://www.econbiz.de/10009241640
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Beta wins again : case of four emerging markets
Al-Rjoub, Samer; Al Yousef, Abdullah; Ananzeh, Izz … - In: Journal of economic cooperation & development 31 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009304392
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Interaction of institutional investment activity and stock market volatility : evidence from India
Naik, Pramod Kumar; Padhi, Puja - In: Asia-Pacific journal of management research and … 11 (2015) 3, pp. 219-229
Persistent link: https://www.econbiz.de/10011392088