portfolios.Next, I examine the recently proposed realized beta model, which is based on the realized volatility literature, by … different conditional market beta models by using monthly returns of the Fama-French 25 portfolios formed by the quintiles of … size and book-to-market ratio in Chapter 3. This is a cross-sectional test of the conditional CAPM. The models examined …

listed in the Indonesian Stock Exchange using Capital Asset Pricing Model that based on Beta analysis, the companies have the … type of stocks that are aggressive and defensive. With positive and negative return. The company with aggressive beta shows … sensitive to market changes. It is recommended for further research to look on this CAPM method in analyzing the stock …

listed in the Indonesian Stock Exchange using Capital Asset Pricing Model that based on Beta analysis, the companies have the … type of stocks that are aggressive and defensive. With positive and negative return. The company with aggressive beta shows … sensitive to market changes. It is recommended for further research to look on this CAPM method in analyzing the stock …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

variance (total risk) or systematic risk (beta). Since investors' sentiment (whether she is an optimist or pessimist) plays a … very important role in the choice of beta measure, any decision made for the same asset within the same time horizon will …

how financial factors and beta’s stocks influence return of manufacture’s stock in Indonesian Stock Market. This research … is done with the objective to understand financial ratio factors and beta’s stocks influence return of manufacture …