Cross-sectional relationship between beta and realized returns in emerging markets
Year of publication: |
2019
|
---|---|
Authors: | Khataybeh, Mohammad A. ; Abdulaziz, Mohamad ; Marashdeh, Zyad |
Published in: |
Applied economics quarterly. - Berlin : Duncker & Humblot, ISSN 1611-6607, ZDB-ID 2115633-5. - Vol. 65.2019, 2, p. 115-137
|
Subject: | Asset Pricing | Emerging Markets | Conditional Relationship | Beta | Market Premium | Schwellenländer | Emerging economies | CAPM | Betafaktor | Beta risk | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price |
-
Analysing assets' performance inside a portfolio : from crossed beta to the net risk premium ratio
Bosch-Badia, Maria-Teresa, (2017)
-
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B., (2013)
-
Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M., (2021)
- More ...
-
Contribution of financial market development in competitiveness growth
Alomari, Mohammad W., (2019)
-
Do financing constraints hinder corporate fixed investment? Evidence from the Amman stock exchange
Khataybeh, Mohammad A., (2021)
-
Contribution of financial market development in competitiveness growth
Alomari, Mohammad W., (2019)
- More ...