Budd, Bruce Q.; Al-Sugair, Firas Ali; Al-Salloum, … - In: Asian Economic and Financial Review 2 (2012) 4, pp. 450-464
Using data collected from the Saudi Arabian TadawulStock Exchange, this paper analyses 11 publically listed bank risk-return relationships during 2008-2011. The contribution of this paper provides a more refined technique, a rolling beta, to accurately capture daily valuation swings caused by...
