conditional equity premium and risk-free rate in equilibrium. Our empirical analysis shows that the equity premium appears to be …

fund returns, liquidity risk, and fund characteristics. Our results suggest that hedge funds can earn positive excess …

CAPM (Capital Asset Pricing Model) approach. Our results provide weak evidence of relationship between risk and return …The present study examines the association, if any, between the market beta (β) and the risk-return pattern of selected … sample. Based on the results, these companies were bifurcated into high-risk and low-risk categories applying the standard …

This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies …

this study, we examine Capital Asset Pricing Model (CAPM) in its international ontext (ICAPM) using the monthly equity …

We argue that takeover protections decrease equity value and increase equity risk and stock returns by removing a … at the dynamics of equity prices, equity risk, and stock returns in distressed firms around the enactment of pro- and …

higher risk-adjusted out-of-sample performance than a simple buy-and-hold investment in the real estate market (proxied by …-only portfolios display risk-adjusted performances comparable to those of diversified portfolios that include equity, bond, and …