... at: nmilonas@econ.uoa.gr © Emerald Group Publishing Limited 2013 ETFs Intervalling effect Fund management Beta bias Stock exchanges Beta factor Beta is a widely used measure of securities' systematic risk and indicates the level of securities' sensitivity to the movements of markets...

... Rate of return Beta factor Bangladesh The capital asset pricing model (CAPM) developed by Sharpe (1964) , Lintner (1965) and Mossin (1966) is a fundamental model that establishes the basic risk‐return relationship of an asset. The CAPM postulates that the expected return of an asset...

... for the variances are significant at the 95 per cent level, indicating that the Var(s)’s are not zero for nearly every emerging‐markets. This implies that the betas for these markets do shift over time. Accounting research Beta factor Developing countries Estimation Managerial Finance 74 Using the Time...

... Beta factor Stochastic modelling Hong Kong Malaysia Singapore © MCB UP Limited 2001 ...

...(GROWTH) + 2(MTBV) + Explanatory Variables Coefficients t values Intercept 0.4297 8.68 GROWTH 0.0000 0.37 MARKET-TO-BOOK VALUE (MTBV) -0.0004 -0.23 p values 0.0000 0.8156 0.7125 Adjusted R2: 0.006 F-Statistic: 0.903 Accounting research Dividends Stock ownership Beta factor Capital...