Conditional relation between systematic risk and returns in the conventional and downside frameworks evidence from the Indonesian market

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Bibliographische Detailangaben
Veröffentlicht in:Journal of emerging market finance
1. Verfasser: Nurjannah (VerfasserIn)
Weitere Verfasser: Galagedera, Don U. A. (VerfasserIn), Brooks, Robert (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2012
Schlagworte:
CAPM > downside beta > up/down market condition > market volatility > Aufsatz in Zeitschrift
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