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41
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
Saved in:
42
Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw
- In:
Contemporary economics
7
(
2013
)
2
,
pp. 55-66
this study, we examine Capital Asset Pricing Model (
CAPM
) in its international context (ICAPM) using the monthly equity …
Persistent link: https://www.econbiz.de/10009770247
Saved in:
43
Testing the
CAPM
for the Brazilian stock market using multivariate GARCH between 1995 and 2012
Godeiro, Lucas Lúcio
;
Silva, Cesar R. da
;
Rodrigues, …
- In:
Journal of finance and investment analysis
2
(
2013
)
2
,
pp. 15-39
The paper tests the
CAPM
for the Brazilian stock market using dynamic betas. The sample involves 28 stocks included in …
Persistent link: https://www.econbiz.de/10009746028
Saved in:
44
Good beta bad alpha and a simple way out : an empirical studyof listed stocks on NSE
Sanghi, Neerja
;
Bansal, Gaura
- In:
International finance for infrastructure development
,
(pp. 272-285)
.
2013
Persistent link: https://www.econbiz.de/10009725205
Saved in:
45
Testing the
CAPM
for the Brazilian stock market : a study of dynamic beta using multivariate GARCH
Godeiro, Lucas Lúcio
- In:
International journal of economics and finance
5
(
2013
)
3
,
pp. 164-182
Persistent link: https://www.econbiz.de/10009719640
Saved in:
46
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
Saved in:
47
Integration versus segmentation in China's stock market : an analysis of time-varying beta risks
Li, Hong
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 88-105
Persistent link: https://www.econbiz.de/10009762803
Saved in:
48
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
Saved in:
49
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
Saved in:
50
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
Persistent link: https://www.econbiz.de/10010247066
Saved in:
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