Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Title "An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets"
Now showing items 1-1 of 1
-
An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets
2018-01-16This 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 ...
