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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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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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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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The vitality of beta in the ASEAN stock markets
Aumeboonsuke, Vesarach - In: Investment management and financial innovations 11 (2014) 3, pp. 81-86
Persistent link: https://www.econbiz.de/10010512180
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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
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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 …. The main contribution of the paper is the estimation of dynamic betas for Ibovespa shares, which can be useful for …
Persistent link: https://www.econbiz.de/10009746028
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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
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VaR and the cross-section of expected stock returns : an emerging market evidence
Chen, Dar-hsin; Chen, Chun-Da; Wu, Su-chen - In: Journal of business economics and management 15 (2014) 3, pp. 441-459
Persistent link: https://www.econbiz.de/10010376607
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Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah; Galagedera, Don U. A.; Brooks, Robert - In: Journal of emerging market finance 11 (2012) 3, pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
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Back to the future betas : empirical asset pricing of US and Southeast Asian markets
French, Jordan - In: International Journal of Financial Studies : open … 4 (2016) 3, pp. 1-13
. The crux of the traditional Capital Asset Pricing Model (CAPM) methodology is using historical data in the calculation of …
Persistent link: https://www.econbiz.de/10011526799