Documenti analoghi: CAPM beta, size, book-to-market, and momentum in realized stock returns
- Does stock liquidity explain the premium for stock price momentum?
- Validity of CAPM and Market Beta
- Systematic risk changes, negative realized excess returns and time- varying CAPM Beta
- Koeficient beta v modeli CAPM a jeho vývoj v automobilovom priemysle na Slovensku
- Tradičné a alternatívne prístupy k stanoveniu Beta koeficientu
- Empirický test rovnovážneho modelu CAPM