Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange
The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange. An important aspect of the study was to employ accounting beta coefficients as a systematic risk measure. The resea...
Main Author: | Anna Rutkowska-Ziarko |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-01-01
|
Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/10/1/14 |
Similar Items
-
Accounting and Market Risk Measures of Polish Energy Companies
by: Anna Rutkowska-Ziarko, et al.
Published: (2022-03-01) -
Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta
by: Reza tehrani, et al.
Published: (2009-01-01) -
Empirical Test of the Arbitrage Pricing Theory Based on the Downside Risk(D-APT) in the Tehran Stock Exchange
by: Moslem Moradzadeh, et al.
Published: (2017-02-01) -
Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
by: Madiha Kazmi, et al.
Published: (2021-12-01) -
Downside CAPM: The case of South Africa
by: Kwasi Okyere-Boakye, et al.
Published: (2016-08-01)