haku: @indexterm RATE OF RETURN / yhteensä: 621
viite: 46 / 621
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