Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Jiri Novak
| Year of publication: |
2015
|
|---|---|
| Authors: | Novák, Jiri |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 2, p. 167-190
|
| Subject: | asset pricing | CAPM beta | factor pricing models | three-factor model | market efficiency | Sweden | Scandinavia | CAPM | Schweden | Betafaktor | Beta risk | Theorie | Theory | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Nordeuropa | Northern Europe | Risikoprämie | Risk premium | Schätzung | Estimation | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10010504700