Relationship between downside risk and return: new evidence through a multiscaling approach

Author： Galagedera Don   Maharaj Elizabeth   Brooks Robert  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.18, Iss.20, 2008-11, pp. : 1623-1633

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

Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach

By In Francis   Kim Sangbae   Faff Robert  

Applied Financial Economics, Vol. 20, Iss. 4, 2010-02 ,pp. : 323-330

Routledge Ltd

Access to resources Recommend Favorite

Is the risk–return relation positive? Further evidence from a stochastic volatility in mean approach

By Loudon Geoffrey F.  

Applied Financial Economics, Vol. 16, Iss. 13, 2006-09 ,pp. : 981-992

Routledge Ltd

Access to resources Recommend Favorite

Hedging downside risk with futures contracts

By Lien Donald   Tse Yiu Kuen  

Applied Financial Economics, Vol. 10, Iss. 2, 2000-04 ,pp. : 163-170

Routledge Ltd

Access to resources Recommend Favorite

Downside risk for European equity markets

By Cotter John  

Applied Financial Economics, Vol. 14, Iss. 10, 2004-06 ,pp. : 707-716

Routledge Ltd

Access to resources Recommend Favorite

Dynamic volume–return relationship: evidence from an emerging capital market

By Gebka Bartosz  

Applied Financial Economics, Vol. 15, Iss. 14, 2005-10 ,pp. : 1019-1029

Routledge Ltd

Access to resources Recommend Favorite