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Time-varying industry beta in Indian stock market and forecasting errors

Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534

Persistent link: https://www.econbiz.de/10011489295

Estimation of equity betas in an emerging stock market : the Nigerian case

Nwude, E. Chuke - In: Asian Journal of Empirical Research 3 (2013) 6, pp. 725-737

markets with particular reference to Nigeria. Beta is a major component of the capital Asset Pricing Model (CAPM) used in the … period of study is Oceanic bank with beta coefficient of 1.63 and the least volatile stock is Ecobank with beta coefficient …

Persistent link: https://www.econbiz.de/10009779152

What drives the value premium? : risk versus mispricing ; evidence from international markets

Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39

Persistent link: https://www.econbiz.de/10010357098

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

Asset pricing in the Indian capital market : a study of positive and negative return periods

Singla, Ravi; Pasricha, J. S. - In: Journal of academic research in economics 4 (2012) 1, pp. 90-101

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Profitability and low-risk anomalies reexamined

Kohls, Tobias; Mager, Ferdinand - In: Global finance journal 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014478979

The beta anomaly and the quality effect in international stock markets

Bradrania, Reza; Veron, Jose Francisco; Wu, Winston - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-18

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The beta anomaly in the Australian stock market and the lottery demand

Bradrania, Reza; Veron, Jose Francisco - In: Pacific-Basin finance journal 77 (2023), pp. 1-23

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Cross-sectional relationship between beta and realized returns in emerging markets

Khataybeh, Mohammad A.; Abdulaziz, Mohamad; Marashdeh, Zyad - In: Applied economics quarterly 65 (2019) 2, pp. 115-137

Persistent link: https://www.econbiz.de/10012293241

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

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