Realized semibetas in the Australian stock market

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-04-09 DOI:10.1080/00036846.2024.2337809

Jinze Li, Bin Li, Jen-Je Su

引用次数: 0

Abstract

This study examines the explanatory power of the CAPM and downside risk asset pricing models (the downside beta and the realized semibeta models) for the next-month firm-level cross-sectional stock...

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澳大利亚股票市场的已实现半贝塔

本研究考察了 CAPM 模型和下行风险资产定价模型（下行贝塔模型和已实现半贝塔模型）对次月公司层面横截面股票价格的解释能力。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.