Search Results

Search Results

• Multiscale test of CAPM for three Central and Eastern European stock markets

  Silvo Dajčman, Mejra Festić, Alenka Kavkler

  Abstract 1317 | PDF Downloads 948 | DOI https://doi.org/10.3846/16111699.2011.633097

  Page 54-76
  

  2013-02-22

• Mean-drawdown risk behavior: drawdown risk and capital asset pricing

  Mohammad Reza Tavakoli Baghdadabad, Fauzias Mat Nor, Izani Ibrahim

  Abstract 1184 | PDF Downloads 898 | DOI https://doi.org/10.3846/16111699.2012.720593

  Page S447-S469
  

  2013-12-24

• Beyond CAPM: an innovative factor model to optimize the risk and return trade-off

  Shima Lashgari, Jurgita Antuchevičienė, Alireza Delavari, Omid Kheirkhah

  Abstract 1301 | PDF Downloads 1012 | DOI https://doi.org/10.3846/16111699.2013.770789

  Page 615-630
  

  2014-10-01

• Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets

  Adam Zaremba, Michał Płotnicki

  Abstract 2010 | PDF Downloads 2159 | DOI https://doi.org/10.3846/16111699.2015.1104384

  Page 251-266
  

  2016-04-08