Listagem FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia por autor "Spierts, Joshua Patrick"

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An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets

Spierts, Joshua Patrick
2018-01-16

This paper will follow Pettengill et al.’s (1995) approach to examine the unconditional and conditional relationship between beta and returns from January 1995 to May 2017 in a well globally diversified sample of 22 emerging ...