The conditional relation between beta and returns in the Hong Kong stock market

Author:

Lam Keith S. K.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Yes, Beta was Invalid During Covid-19: Evidence from Islamic Stock Index Indonesia;Proceedings of the International Conference of Economics, Business, and Entrepreneur (ICEBE 2022);2023

2. The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia;Journal of Risk and Financial Management;2022-09-21

3. Systematic Risk in the Asia Pacific Region: A Clinical Death?;Review of Pacific Basin Financial Markets and Policies;2020-06

4. How isβrelated to asset returns?;Applied Economics;2015-12-08

5. The Risk Premiums of the Four-Factor Asset Pricing Model in the Hong Kong Stock Market;SSRN Electronic Journal;2014

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