Category:Accounting and Finance
Table Of Contents: Volume 33 Issue 8
This paper seeks to use an analytical approach to examine the relation of systematic risk and accounting variables.
The main purpose of this study is to examine whether macroeconomic variables could subsume the size and book‐to‐market (BM) anomalies for longer‐return intervals using…
This paper aims to examine the contemporary association between accounting information and a number of measures of systematic (beta) risk that incorporate dynamic market…
The purpose of this paper is to investigate the risk factors for A‐shares listed on both Shenzhen and Shanghai Stock Exchange in China using variables from Akgun and Gibson.
Stable betas, size, earnings‐to‐price, book‐to‐market and the validity of the capital asset pricing modelLiming Guan, Don R. Hansen, Shannon L. Leikam, J. Shaw
Prior work claims that the CAPM is mis‐specified based on evidence that beta and idiosyncratic variables such as size, book‐to‐market, and price‐earnings ratios combine to…
Online date, start – end:1975
Copyright Holder:Emerald Publishing Limited
- Professor Don Johnson