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Mean reversals and stock market overreactions : further evidence from India
Saji, T. G. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 4, pp. 467-477
Persistent link: https://www.econbiz.de/10014331571
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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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The CAPM, national stock market betas, and macroeconomic covariates : a global analysis
Curran, Michael; Velic, Adnan - 2018
Persistent link: https://www.econbiz.de/10011898916
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Examining significance of "downside beta" as a measure of risk : evidence from Indian equity market
Menon, Sivakumar; Mohanty, Pitabas; Damodaran, Uday; … - 2025
Persistent link: https://www.econbiz.de/10015396562
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Role of size and risk effects in value anomaly : evidence from the Indian stock market
Sharma, Mehak; Jain, Anshul - In: Cogent economics & finance 8 (2020) 1, pp. 1-12
Value Anomaly exists in India, but with growth portfolios outperforming value. A critical analysis reveals possible linkages …
Persistent link: https://www.econbiz.de/10013179656
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Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model
Karathanasis, George; Kassimatis, Konstantinos; Spyrou, … - In: Accounting and finance : journal of the Accounting … 50 (2010) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10003964185
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A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher; Saha, Atanu - In: The financial review : the official publication of the … 50 (2015) 2, pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
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A quantitative investigation of the time-varying beta of the international CAPM : the case of North American and European equity portfolios
Tsuji, Chikashi - In: Journal of management research 9 (2017) 2, pp. 104-112
Persistent link: https://www.econbiz.de/10011671575