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A study on risk return relationship of it and pharmaceutical stocks listed in nseusing capital asset pricing model

Rekha, S.; Vasanth, V.; Sivakami, P. - In: International journal of applied business and economic … 17 (2019) 2, pp. 23-28

Persistent link: https://www.econbiz.de/10012495657

Earnings beta

Ellahie, Atif - In: Review of accounting studies 26 (2021) 1, pp. 81-122

Persistent link: https://www.econbiz.de/10012498384

Cross-sectional relationship between beta and realized returns in emerging markets

Khataybeh, Mohammad A.; Abdulaziz, Mohamad; Marashdeh, Zyad - In: Applied economics quarterly 65 (2019) 2, pp. 115-137

Persistent link: https://www.econbiz.de/10012293241

Common risk factors in stock returns in the MENA region

Abadi, Rasha; Silva, Florinda - In: Asian journal of business and accounting : AJBA 12 (2019) 2, pp. 29-60

Persistent link: https://www.econbiz.de/10012258592

Beta risk in the cross-section of equities

Boloorforoosh, Ali; Christoffersen, Peter F.; Fournier, … - 2017

We develop a conditional capital asset pricing model in continuous-time that allows for stochastic beta exposure. When beta co-moves with market variance and the stochastic discount factor (SDF), beta risk is priced, and the expected return on a stock deviates from the security market line. The...

Persistent link: https://www.econbiz.de/10011646407