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Returns synchronization and daily correlation dynamics between international stock markets

โœ Scribed by Martin Martens; Ser-Huang Poon

Book ID
117528278
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
930 KB
Volume
25
Category
Article
ISSN
0378-4266

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The conditional relationship between beta and returns: recent evidence from international stock markets
โœ Gordon Y.N. Tang; Wai C. Shum ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 93 KB

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