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Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia

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  • Nawazish Mirza

    (Lahore School of Economics, Pakistan)

  • Daniel Danny Simatupang

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Suggested Citation

  • Nawazish Mirza & Daniel Danny Simatupang, 2004. "Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 9(1), pages 149-173, Jan-June.
    • Handle: RePEc:lje:journl:v:9:y:2004:i:1:p:149-173
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    References listed on IDEAS

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    10. Altman, Edward I & Jacquillat, Bertrand C & Levasseur, Michel, 1974. "Comparative Analysis of Risk Measures: France and the United States," Journal of Finance, American Finance Association, vol. 29(5), pages 1495-1511, December.
    11. Jan Bartholdy & Allan Riding, 1994. "Thin Trading And The Estimation Of Betas: The Efficacy Of Alternative Techniques," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 241-254, June.
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    14. Marshall Blume & Robert Stambaugh, "undated". "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers 11-83, Wharton School Rodney L. White Center for Financial Research.
    15. Ravinder K. Bhardwaj & LeRoy D. Brooks, 1992. "Stock Price And Degree Of Neglect As Determinants Of Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 101-112, June.
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    21. Bartholdy, Jan & Riding, Allan, 1994. "Thin Trading and the Estimation of Betas: The Efficacy of Alternative Techniques," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 241-254, Summer.
    22. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
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