Accounting Beta in the Extended Version of CAPM

DOI10.1007/978-3-030-15581-0_14zbMath1426.91319OpenAlexW2944406545MaRDI QIDQ5240121

Christopher Pyke, Lesław Markowski, Anna Rutkowska-Ziarko

Publication date: 24 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-15581-0_14

zbMATH Keywords

CAPMaccounting betas

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Validating Downside Accounting Beta: Evidence from the Polish Construction Industry
• Common risk factors in the returns on stocks and bonds

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