Pages that link to "Item:Q2661823"
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The following pages link to The CAPM, national stock market betas, and macroeconomic covariates: a global analysis (Q2661823):
Displaying 6 items.
- Systematic risk over various frequency bands (Q672551) (← links)
- On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market (Q1266558) (← links)
- Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
- Beta-anomaly: evidence from the Indian equity market (Q2036878) (← links)
- (Q3147569) (← links)
- AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA (Q3637885) (← links)