Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions
Year of publication: |
2013
|
---|---|
Authors: | Allen, David E. ; Singh, Abhay Kumar ; Powell, Robert |
Published in: |
Global Business and Economics Review. - Inderscience Enterprises Ltd, ISSN 1097-4954. - Vol. 15.2013, 1, p. 88-109
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | capital asset pricing model | CAPM | book to market ratios | quantile regression | S%P/ASX-50 stocks | return distributions | Australian stocks | factor models | Australia | risk assessment | quantitative finance |
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