CAPM in Up and Down Markets
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DOI: 10.1177/097265271000900205
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References listed on IDEAS
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- Nida SHAH* & Javaid DARS* & Ambreen ZEB**, 2015. "Market Varying Conditional Risk-Return Relationship," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 25(1), pages 25-43.
- Hakkı Ozturk & Ayse Altiok Yilmaz, 2015. "Leverage and Stock Returns: Evidence from Istanbul Stock Exchange," Accounting and Finance Research, Sciedu Press, vol. 4(4), pages 140-140, November.
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More about this item
Keywords
JEL Classification: G12; JEL Classification: G15; Asset pricing; risk premium; cost of capital; emerging markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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