Similar Search Results

Downside risk and stock returns : an empirical analysis of the long-run and short-run dynamics from the G-7 Countries

Chen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - 2016

This paper presents presents presents a fractionally cointegrated vector autoregression (FCVAR) (FCVAR) (FCVAR) (FCVAR) model to examine to examine to examine to examine to examine to examine to examine various relations between stock returns and downside risk. Evidence from major advanced...

Persistent link: https://www.econbiz.de/10011437764

Global risk factors and South African equity indices

Polakow, Daniel Adam; Flint, Emlyn James - In: The South African journal of economics 83 (2015) 4, pp. 598-616

Persistent link: https://www.econbiz.de/10011441959

A new approach to measuring riskiness in the equity market : implications for the risk premium

Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117

Persistent link: https://www.econbiz.de/10011543805

Evidence and sources of momentum profits : a study on Indian stock market

Misra, Arun Kumar; Mohapatra, Sabyasachi - In: Economics, management and financial markets 9 (2014) 3, pp. 86-109

Persistent link: https://www.econbiz.de/10011544192

An empirical essay to explain the contrarian profits in the Tunisian stock market : behavioral approach vs. rational approach

Boussaidi, Ramzi - In: International journal of economics and finance 7 (2015) 12, pp. 11-28

Persistent link: https://www.econbiz.de/10011411578

On the interaction between momentum effect and size effect

Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46

Persistent link: https://www.econbiz.de/10011411959

Risk and return nexus in Malaysian stock market : empirical evidence from CAPM

Md. Isa, Abu Hassan; Puah, Chin-Hong; Yong, Ying-Kiu - In: Journal of international economic review 8 (2015) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011415110

Chasing momentum : new evidence from Hong Kong investors on the adaptive markets hypothesis

Pirie, Scott; Chan, Ronald King To - In: Qualitative research in financial markets 7 (2015) 3, pp. 218-229

Persistent link: https://www.econbiz.de/10011416680

The impact of penny stocks on the pricing of companies listed on the Warsaw Stock Exchange in light of the CAPM

Urba´nski, Stanislaw; Jawor, Paweł; Urbański, Kacper - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 163-178

Persistent link: https://www.econbiz.de/10011419242

Risk bearing ability of investors in Indian stock market

Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10011419781