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Portfolio management and beta stability
Lindqvist, Thomas; Knif, Johan - 1999
Persistent link: https://www.econbiz.de/10001543691
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Accounting beta as an indicator of risk measurement : the case of the Casablanca Stock Exchange
Faiteh, Anouar; Aasri, Mohammed Rachid - In: Risks : open access journal 10 (2022) 8, pp. 1-13
accounting beta. The main objective of this research was to explore the relationship between market beta and accounting beta … calculated using ROA, ROE and net income to demonstrate the ability of accounting beta to measure risk for unlisted companies. To … accounting beta calculated using ROA and ROE significantly represents the market beta and is a satisfactory solution to calculate …
Persistent link: https://www.econbiz.de/10013368310
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Time variaton and asymmetry in systematic risk : evidence from the Finnish stock exchange
Koutmos, Gregory; Knif, Johan - In: Journal of multinational financial management 12 (2002) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001706005
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Accounting for the accuracy of beta estimates in CAPM tests on assets with time-varying risks
Berglund, Tom; Knif, Johan - In: European financial management : the journal of the … 5 (1999) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001365797
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Betas, Market Weights and the Cost of Capital : The Example of Nokia and Small-Cap Stocks on the Helsinki Stock Exchange
Swidler, Steve - 2010
This paper examines the relationship between the market weight of a single stock and the betas of both that stock and the residual portfolio. Theory suggests that the effect of such a large weight is to significantly reduce the beta of the residual portfolio, and it may also significantly raise...
Persistent link: https://www.econbiz.de/10013149174
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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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The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael; Velic, Adnan - 2018
Persistent link: https://www.econbiz.de/10011898916
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Estimating the cost of equity for private firms using accounting fundamentals
Sarmiento-Sabogal, Julio; Sadeghi, Mehdi - In: Applied economics 47 (2015) 1/3, pp. 288-301
Persistent link: https://www.econbiz.de/10010463932
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Conditional CAPM relationships in standard and accounting risk approaches
Rutkowska-Ziarko, Anna; Markowski, Lesław; Abdou, … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014534805