Market risk in demutualised self-listed stock exchanges : an international analysis of selected time-varying betas /

"This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock Exchange, the Deutsche B©œrse, the London Stock Exchange and the Singapore Stock Exchange. Daily company and MSCI index returns provide the respective asset and market portfolio data. A b...

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Hlavní autor: Worthington, Andrew
Korporativní autor: Queensland University of Technology. School of Economics and Finance
Další autoři: Higgs, Helen
Médium: Kniha
Jazyk:English
Vydáno: Brisbane : School of Economics and Finance, Queensland University of Technology, 2005.
Edice:Discussion papers in economics, finance and international competitiveness ; no. 201.
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On-line přístup:Electronic version

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