Testing the univariate conditional CAPM in thinly traded markets

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.12, Iss.10, 2002-10, pp. : 751-763

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Efficiently ARMA–GARCH estimated trading volume characteristics in thinly traded markets

By Solibakke P. B.

Applied Financial Economics, Vol. 11, Iss. 5, 2001-10 ,pp. : 539-556

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market

By SOLIBAKKE P. B.

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 299-310

Routledge Ltd

Access to resources Recommend Favorite

Testing the conditional CAPM using multivariate GARCH-M

By Hansson Bjorn Hordahl Peter

Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. : 377-388

Routledge Ltd

Access to resources Recommend Favorite

Systematic risk in emerging markets: the D-CAPM

By Estrada J.

Emerging Markets Review, Vol. 3, Iss. 4, 2002-12 ,pp. : 365-379

Elsevier

Access to resources Recommend Favorite

The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach

By Antoniou Antonios Galariotis Emilios C. Spyrou Spyros I.

Applied Financial Economics, Vol. 16, Iss. 18, 2006-12 ,pp. : 1317-1329

Routledge Ltd

Access to resources Recommend Favorite