Managerial Finance: Volume 33 Issue 10

Subject:

Table of contents - Special Issue: Empirical perspectives in capital asset pricing

Guest Editors: Don U.A. Galagedera

Do momentum strategies work? Australian evidence

Michael E. Drew, Madhu Veeraraghavan, Min Ye

The purpose of this paper is to investigate the profitability of momentum investment strategy and the predictive power of trading volume for equities listed in the…

Relation between distress risk, book‐to‐market ratio and return premium

Kaylene Zaretzky, J. Kenton Zumwalt

Earlier research found that firms with the highest distress risk have low book‐to‐market (B/M) ratios and low returns. This paper aims to examine the robustness of those's…

Performance of initial public offerings and privatized offers: Evidence from a developing country

Suren Peter

The purpose of this paper is to investigate returns of initial public offerings (IPOs) in an emerging market and differences in the returns of privatized and…

Co‐movement of Bangladesh stock market with other markets: Cointegration and error correction approach

Hafiz Al Asad Bin Hoque

The purpose of this paper is to explore dynamics of stock price movements of an emerging market, Bangladesh with that of USA, Japan and India.

A review of capital asset pricing models

Don U.A. Galagedera

The main aspect of security analysis is its valuation through a relationship between the security return and the associated risk. The purpose of this paper is to review…

Cover of Managerial Finance

ISSN:

0307-4358

Online date, start – end:

1975

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Professor Don Johnson