Search Results - subject:"SML"

Revisiting CAPM betas in an incomplete market : evidence from the Korean stock market

Hur, Seok-kyun; Chung, Chune Young - In: Finance research letters 21 (2017), pp. 241-248

Persistent link: https://www.econbiz.de/10011807796

Mutual funds as anchors of risk : evidence from Indian equity funds

K.V. Kumar, Kiran; Rao, P.S.V. Balaji - In: Research bulletin / The Institute of Cost Accountants … 43 (2017) 1, pp. 155-165

Persistent link: https://www.econbiz.de/10011852763

Validity of capital assets pricing model (CAPM) (empirical evidences from Amman Stock Exchange)

Alqisie, Ahmad; Alqurran, Talal - In: Journal of management research 8 (2016) 1, pp. 207-223

Persistent link: https://www.econbiz.de/10011436943

Impact of liquidity risk on variations in efficiency and productivity : a panel gamma simulated maximum likelihood estimation

Shaik, Saleem - In: European journal of operational research : EJOR 245 (2015) 2, pp. 463-469

Persistent link: https://www.econbiz.de/10011308990

Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange

Gómez-González, José Eduardo; Sanabria-Buenaventura, … - In: Economic Systems 38 (2014) 2, pp. 261-268

We estimate non-parametrical one-factor and three-factor international Capital Asset Pricing Models (CAPM) and find strong evidence for rejecting the linear CAPM specification. Furthermore, we find inconsistent linear betas for a series of stocks in the Colombian stock exchange (BVC), supporting...

Persistent link: https://www.econbiz.de/10011040285

Non-parametric and semi-parametric asset pricing : an application to the Colombian stock exchange

Gómez González, José Eduardo; Sanabria-Buenaventura, … - In: Economic systems 38 (2014) 2, pp. 261-268

Persistent link: https://www.econbiz.de/10010460969