Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah, Don U. A. Galagedera and Robert Brooks
| Year of publication: |
2012
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|---|---|
| Authors: | Nurjannah ; Galagedera, Don U. A. ; Brooks, Robert |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 11.2012, 3, p. 271-300
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| Subject: | CAPM | downside beta | up/down market condition | market volatility | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Börsenkurs | Share price | Indonesien | Indonesia | Risiko | Risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010380791