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https://ptsldigital.ukm.my/jspui/handle/123456789/783652| Title: | Time-varying volatilities and stock market returns international evidence |
| Authors: | Sang Bin Lee Ki Yool Ohk |
| Conference Name: | Pacific-Basin Finance Conference |
| Keywords: | Time-varying volatile |
| Conference Date: | 1990-06-04 |
| Conference Location: | Bangkok, Thailand |
| Abstract: | Prior research generally measures a stock's risk as covariability between the nock returns and an appropriately defined hedging portfolio. Take Black, Jensen and Scholes (1972), and Fama and MacBeth(1973) for CAPM, Roll and Rosa(1980) APT for typical examples. A feature common to these class of financial models is audied through cross-sectional relations between expected stock return and risk. |
| Pages: | 21-22 |
| Call Number: | HC681.P338 1990 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/783652 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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