Due to many theoretical and practical shortcomings of the traditional CAPM model, this study
aims at analyzing the CAPM with possible extensions. The analysis aims to know the …

This study tests the validity of asset pricing model conditional on up and down market for
emerging market of Pakistan. The results indicate that when emerging market undergoes …

В статье проводится анализ моделей ценообразования акций на российском
фондовом рынке как представителе развивающихся рынков капитала. Поднимается …

Measuring stocks' expected return and determining the factors that affect this return are the
main concerns of market practitioners and academic scientists. The most famous and …

Using the Pettengill et al.(1995) asset pricing model, this paper examines the relationship
between conditional beta and returns in 12 emerging stock markets over the period of 2005 …

Este artigo analisa a capacidade explicativa, não condicional ou condicional, entre o risco
medido pelo coeficiente beta e a rentabilidade das ações no mercado português. Este …

The objective of this research is to find out the conditional relationship between beta and
stock returns for the period 1999 to 2013 in the Sri Lankan market. This study tests whether …

Pengaruh beta terhadap return saham selalu menjadi kontroversi diberbagai penelitian.
Banyak penelitian yang membuktikan bahwa model Capital Asset Pricing Model (CAPM) …

The increasing popularity of the BioBanking scheme in NSW, in order to balance the
biodiversity losses caused from urban development with equivalent offsets implemented …

Unlike previous studies conducted on Pakistan, this article attempts to test the validity of
conditional relationship between beta and cross-sectional returns of individual securities …