Single Beta and Dual Beta Models: A Testing of CAPM on Condition of Market Overreactions
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Cited by:
- Ferikawita M. Sembiring, 2018. "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals jfbr150, Global Academy of Training and Research (GATR) Enterprise.
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More about this item
Keywords
Conditional CAPM; Dual Beta; Loser Portfolio; Winner Portfolio.;All these keywords.
JEL classification:
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2017-10-01 (Financial Markets)
- NEP-SEA-2017-10-01 (South East Asia)
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