Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Jorg Bley, Mohsen Saad
| Year of publication: |
2012
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|---|---|
| Authors: | Bley, Jorg ; Saad, Mohsen M. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 3, p. 538-554
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| Subject: | Idiosyncratic risk | Expected stock returns | GCC markets | Kapitaleinkommen | Capital income | Arabische Golf-Staaten | Gulf countries | Risiko | Risk | CAPM | Schätzung | Estimation | Börsenkurs | Share price | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
| 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://www.econbiz.de/10009623547