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Asymmetric return patterns: evidence from 33 international stock market indices

✍ Scribed by Evans, Twm; McMillan, David G.

Book ID
120972710
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
366 KB
Volume
16
Category
Article
ISSN
1350-4851

No coin nor oath required. For personal study only.

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The risk-return relationship is one of the fundamental concepts in finance that is most important to investors and portfolio managers. Finance theory argues that the beta or systematic risk is the only relevant risk measure for investors. However, many studies have showed that betas and returns are