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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

Towards a deeper comprehension of unlevered betas in emerging markets : Gordon and a regression stock valuation model

Arana Barbier, Pablo José - In: International journal of economic policy in emerging … 17 (2023) 4, pp. 586-599

Persistent link: https://www.econbiz.de/10014340073

Earnings-consumption betas and stock valuation

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 5 (2018) 2, pp. 151-172

Persistent link: https://www.econbiz.de/10011966800

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

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - 2020

Persistent link: https://www.econbiz.de/10012317084

The CAPM, national stock market betas, and macroeconomic covariates : a global analysis

Curran, Michael; Velic, Adnan - In: Open economies review 31 (2020) 4, pp. 787-820

Persistent link: https://www.econbiz.de/10012302138

The time variation of liquidity risk in US stock markets

Ludwig, Michael - In: Credit and capital markets : Kredit und Kapital 51 (2018) 2, pp. 205-225

Persistent link: https://www.econbiz.de/10011946201

Determinant of Stock Systematic Risks

Pasaribu, Rowland Bismark - 2017

This study aims to analyze and test empirically the influence of corporate financial performance against systematic risk on stocks. The analysis technique used is multiple linear regression. The results showed that the financial performance did not significantly affect the systematic risk of the...

Persistent link: https://www.econbiz.de/10012942864

Assessing systematic risk using time series regression : an evidence from Indian capital market

Prakash R. P.; Yaragol, Prakash Basanna - In: The journal of Institute of Public Enterprise 41 (2018) 3/4, pp. 46-62

Persistent link: https://www.econbiz.de/10012023499

Analysing asset pricing models in the Indian stock market : a comprehensive empirical study

Prasad, Saroj S.; Verma, Ashutosh; Prasad, Shantanu - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015326181