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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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A transmission of beta herding during subprime crisis in Taiwan's market : DCC-MIDAS approach
Chen, Yi-Chang; Wu, Hung-Che; Zhang, Yuanyuan; Kuo, … - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-16
demonstrates that herding is a key transmitter in Taiwan’s stock market. The significant estimation of DCC-MIDAS explains that the … reveals that herding forms in Taiwan’s markets during the subprime crisis period. …
Persistent link: https://www.econbiz.de/10012698399
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Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom - 1990
Persistent link: https://www.econbiz.de/10000803064
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A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
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Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
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The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John; O'Sullivan, Niall; Rossia, Francesco - In: International review of financial analysis 37 (2015), pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
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Parameters that provide higher explanation estimating betas in the Portuguese stock market
Barajas, Angel; Carvalho, Sonia - In: Economic research 26 (2013) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10009762472
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Effect of episodic market conditions on beta variability in Nigerian stock market
Nwakanma, Prince C.; Ajibola, Arewa; Nwakanma, Hudson C. - In: International business and economics research journal 13 (2014) 2, pp. 345-357
Persistent link: https://www.econbiz.de/10010362777
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Beta coefficients of Polish blue chip companies in the period of 2005 - 2011
Dębski, Wiesław; Feder-Sempach, Ewa - In: Folia oeconomica Stetinensia : FOS 12 (2012) 2, pp. 90-102
Persistent link: https://www.econbiz.de/10010241685