An investigation into the role of market beta in asset pricing: Evidence from the Romanian stock market

被引：0
|
作者：
Popa, Ioan [1 ]
Lupu, Radu [2 ,3 ]
Tudor, Cristiana [1 ]
机构：
[1] Department of International Business and Economics, Academy of Economic Studies, 6 Romana, sect. 1, Bucharest, Romania
[2] Department of International Business and Economics, Academy of Economic Studies, 6 Romana, sect. 1, Bucharest, Romania
[3] Institute for Economic Forecasting, Romanian Academy of Science, 13 Septembrie, sect. 5, Bucharest, Romania
来源：
World Academy of Science, Engineering and Technology | 2010年 / 47卷
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
22
引用
收藏
页码：215 / 218
相关论文
共 50 条
  • [41] Ambiguity and asset pricing: An empirical investigation for an emerging market
    Sahin, Baki Cem
    Danisoglu, Seza
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2022, 84
  • [42] The informational efficiency of the Romanian stock market: evidence from fractal analysis
    Plesoianu, Anita
    Todea, Alexandru
    Capusan, Razvan
    INTERNATIONAL CONFERENCE EMERGING MARKETS QUERIES IN FINANCE AND BUSINESS, 2012, 3 : 111 - 118
  • [43] Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market
    Lin, BH
    Wang, JMC
    APPLIED ECONOMICS, 2003, 35 (17) : 1877 - 1887
  • [44] Entropy Augmented Asset Pricing Model: Study on Indian Stock Market
    Mishra, Harshit
    Barai, Parama
    ASIA-PACIFIC FINANCIAL MARKETS, 2024, 31 (01) : 81 - 99
  • [45] Higher-order moments and asset pricing in the Australian stock market
    Ahadzie, Richard Mawulawoe
    Jeyasreedharan, Nagaratnam
    ACCOUNTING AND FINANCE, 2024, 64 (01): : 75 - 128
  • [46] MARKET MICROSTRUCTURE AND ASSET PRICING - ON THE COMPENSATION FOR ADVERSE SELECTION IN STOCK RETURNS
    BRENNAN, MJ
    SUBRAHMANYAM, A
    JOURNAL OF FINANCE, 1995, 50 (03): : 958 - 958
  • [47] The four-factor asset pricing model on the Polish stock market
    Czapkiewicz, Anna
    Wojtowicz, Tomasz
    ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2014, 27 (01): : 771 - 783
  • [48] Long-term perspective on the stock market matters in asset pricing
    Park, Heungju
    Sohn, Bumjean
    FINANCE RESEARCH LETTERS, 2016, 16 : 162 - 170
  • [49] Nonlinear asset pricing in Chinese stock market: A deep learning approach
    Pan, Shuiyang
    Long, Suwan
    Wang, Yiming
    Xie, Ying
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2023, 87
  • [50] ASSET PRICING AND RISK-AVERSION IN THE SPANISH STOCK-MARKET
    ALONSO, A
    RUBIO, G
    TUSELL, F
    JOURNAL OF BANKING & FINANCE, 1990, 14 (2-3) : 351 - 369
12345