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A higher moment Downside framework for conditional and unconditional CAPM in the Russian stock market

Teplova, Tamara V.; Shutova, Evgeniya - In: Eurasian economic review : a journal of the Eurasia … 1 (2011) 2, pp. 157-178

Persistent link: https://www.econbiz.de/10010340015

Combination of top-down and bottom-up DEA models using PCA : a two-stage network DEA with shared input and undesirable output for evaluation of the road transport sector

Omrani, Hashem; Yang, Zijiang; Karbasian, Arash; … - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014434697

Export diversification, mean-reversion of exports, and stability of export-growth causality

Furuoka, Fumitaka; Harvey, Hanafiah; Munir, Qaiser - In: The International trade journal 33 (2019) 3, pp. 221-238

Persistent link: https://www.econbiz.de/10012239949

Equity market anomalies : concepts, classifications, theories and evidence

Munir, Qaiser; Kok Sook Ching - In: Information efficiency and anomalies in Asian equity …, (pp. 17-33). 2017

Persistent link: https://www.econbiz.de/10011928343

Stock market index price prediction using predetermined variables : a case study of Malaysia

Munir, Qaiser; Kok Sook Ching - In: Information efficiency and anomalies in Asian equity …, (pp. 49-68). 2017

Persistent link: https://www.econbiz.de/10011928353

Discount Factor in Analyst’s Notes in Russian Capital Market (37 Analytical Teams) : Testing Predicted Beta with Liquidity Adjustment

Teplova, Tamara - 2012

We review 187 research papers of 37 financial analysts in Russian capital market on 2000-2010 time horizons with question: 'How analysts choose discount factor in DCF construction for calculation fair market value'. 96% of the analysts that justify the DCF construction on Russian capital market...

Persistent link: https://www.econbiz.de/10013113257

A Higher Moment Downside Framework for Conditional and Unconditional CAPM in The Russian Stock Market

Mikova, Evgeniya - 2012

The article presents an empirical validation for mean-variance CAPM, using a Downside and Higher-moment framework of CAPM in the Russian stock market. The authors test the unconditional and conditional CAPM specifications on a sample of weekly returns of the most liquid Russian stocks over the...

Persistent link: https://www.econbiz.de/10013113429