An Investigation of Beta and Downside Beta Based CAPM-Case Study of Karachi Stock Exchange-Reference-Cited by-同舟云学术

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An Investigation of Beta and Downside Beta Based CAPM-Case Study of Karachi Stock Exchange

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Tahir Mohammad,Abbas Qaiser,Sargana Shahid Mehmood,Ayub Usman,Saeed Syed Kashif

Publisher

Elsevier BV

Reference132 articles.

1. CAPM-Exclusive Problems Exclusively Dealt;Q Abbas;Interdisciplinary Journal of Contemporary Research in Business,2011

2. From Regular-Beta CAPM to Downside-Beta CAPM;Q Abbas;European Journal of Social Sciences,2011

3. Non-normalities and Tests of Asset Pricing Theories;J F Affleck-Graves;Journal of Finance,1989

4. Risk, Uncertainty and Stock Return at Karachi Stock Exchange;E Ahmad;Lahore Journal of Economics,2000

Cited by 6 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. Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model;Risks;2021-12-06

2. Downside Risk-Based Six-Factor Capital Asset Pricing Model (CAPM): A New Paradigm in Asset Pricing;Sustainability;2020-08-20

3. Option‐implied betas and the cross section of stock returns;Journal of Futures Markets;2018-06-14

4. Downside risk analysis of returns on the Karachi Stock Exchange;Managerial Finance;2015-09-14

5. Sinking, Fast and Slow: Bifurcating Beta in Financial and Behavioral Space;SSRN Electronic Journal;2015

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