Cross-sectional relationship between beta and realized returns in emerging markets
by Mohammad A. Khataybeh, Mohamad Abdulaziz, and Zyad Marashdeh
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Asset Pricing | Emerging Markets | Conditional Relationship | Beta | Market Premium | Schwellenländer | Emerging economies | CAPM | Betafaktor | Beta risk | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3790/aeq.65.2.115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012293241