Asymmetric beta in bull and bear market conditions: evidences from India
Author:
Affiliation:
1. a Madras School of Economics , Gandhi Mandapam Road, Chennai-600 025 , India
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/17446540500396834
Reference12 articles.
1. Stock market cycles, financial liberalization and volatility
2. STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS
3. The Conditional CAPM Does Not Explain Asset-pricing Anomalies
4. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
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