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An analysis of the relation between return and beta for portfolios of Turkish equities

Terregrossa, Salvatore J.; Eraslan, Veysel - In: Cogent economics & finance 4 (2016) 1, pp. 1-8

the capital asset pricing model (CAPM). Enhanced accuracy of expected asset-return, in turn, may lead to more accurate …

Persistent link: https://www.econbiz.de/10011450716

An analysis of the relationship between risk and expected return in the BRVM stock exchange : test of the CAPM

Pamane, Kolani; Vikpossi, Anani Ekoue - In: Research in world economy 5 (2014) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10010461988

Asset pricing with time-varying betas for stock traded on S&P 500

Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518

Persistent link: https://www.econbiz.de/10010462694

The risk return relationship in an emerging market : evidence from the Dhaka stock market

Mobarek, Asma; Mollah, A. Sabur - In: Journal of emerging markets 9 (2004) 1, pp. 16-27

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Changing risk, return, and leverage : the 1997 Asian financial crisis

Maroney, Neal; Naka, Atsuyuki; Wansi, Theresia - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 143-166

Persistent link: https://www.econbiz.de/10001988598

Understanding the nature of the risks and the source of the rewards to momentum investing

Grundy, Bruce D.; Martin, J. Spencer - In: The review of financial studies 14 (2001) 1, pp. 29-78

Persistent link: https://www.econbiz.de/10001543104

Understanding the nature of the risks and the source of the rewards to momentum investing

Grundy, Bruce D.; Martin, J. Spencer - 1998

Persistent link: https://www.econbiz.de/10000986416

High-return low-beta stock markets : a new approach with generalized international asset pricing model

Kim, Sangphill; Kim, Young-Yong - In: International journal of business 4 (1999) 1, pp. 89-96

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The risk-return relations in the Singapore stock market

Tang, Gordon Y. N. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001775907

Betting Against Other Betas

Murray, Scott - 2020

Using several multi-factor models, I find strong "betting against beta'' effects - flat relations between betas and expected returns - for most non-market factors in US and international stock markets. "Arbitrage portfolios'' designed to profit from these effects earn average returns similar to...

Persistent link: https://www.econbiz.de/10012841238

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