haku: @journal_id 780 / yhteensä: 133
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Tekijä: | Fletcher, Jonathan |
Otsikko: | On the conditional relationship between beta and return in international stock returns |
Lehti: | International Review of Financial Analysis
2000 : VOL. 9:3, p. 235-245 |
Asiasana: | Stock markets International Rate of return CAPM |
Kieli: | eng |
Tiivistelmä: | Consistent with previous research, there is a flat unconditional relationship between beta and return. However, when the sample is split into up market and down market months, there is support for the relationship. |
SCIMA