Similar Search Results - EconBiz

Impact of COVID-19 on mutual fund performance in Saudi Arabia

Alqadhib, Haidar; Kulendran, Nada; Seelanatha, Lalith - In: Cogent economics & finance 10 (2022) 1, pp. 1-22

This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak and examines the potential impact of COVID-19 growth on the measured performance. The authors apply the Fama and French five-factor model to measure the risk-adjusted performance...

Persistent link: https://www.econbiz.de/10013461187

Size, value effects and the explanatory power of pricing models : evidence from BSE listed Indian industries

Sharma, Bhumiswor; Srikanth P; Suresha B. - In: Scientific papers of the University of Pardubice 30 (2022) 2, pp. 1-17

-known pricing models - CAPM, three-and five-factor across and within 15 Indian industries. The study considers all firms listed on …

Persistent link: https://www.econbiz.de/10014440925

The impact of inflation measures on asset returns : evidence from India

Gurmeet Singh; Shaik, Muneer - In: International journal of business and economics 22 (2023) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10014383610

CAPM model applied to the Portuguese stock market

Teixeira, Natália; Silva, Mariana; Silva, Rui Vinhas da; … - In: International journal of electronic finance : IJEF 12 (2023) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10014309629

The time-variation of risk and return in the foreign exchange and stock markets

Giovannini, Alberto; Jorion, Philippe - 1988

Persistent link: https://www.econbiz.de/10000747131

Earnings versus stock market returns : how betas computed on these variables differ

Berglund, Tom - 1990

Persistent link: https://www.econbiz.de/10000803064

The time-variation of risk and return in the foreign exchange and stock markets

Giovannini, Alberto; Jorion, Philippe - 1988

Persistent link: https://www.econbiz.de/10000755202

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

Returns in over-the-counter stock markets

Jessup, Paul Frederick; Upson, Roger B. - 1973

Persistent link: https://www.econbiz.de/10000557206

Fundamental determinants of national equity market returns : a perspective on conditional asset pricing

Ferson, Wayne E.; Harvey, Campbell R. - 1996

Persistent link: https://www.econbiz.de/10000617696

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