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Keywords: Capital asset pricing model
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2011) 12 (1): 69–77.
Published: 04 January 2011
.... Originality/value This contribution is to test the validity of conditional relationship between beta and stock returns in international setting by considering the effect of current period up‐ and down‐markets on the next period stock return. If the conditional version of capital asset pricing model (CAPM...
Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2009) 10 (2): 179–192.
Published: 27 February 2009
... are not explicitly constructed and the MODWT is performed via a pyramidal algorithm. Anyssa Trimech can be contacted at: trimech.anyssa@yahoo.fr © Emerald Group Publishing Limited 2009 Stock markets France Capital asset pricing model Investment appraisal The main concern of investors...
