Systematic Risk in Energy Businesses: Empirical Evidence for the ASEAN

This paper is conducted to provide an additional empirical evidence in relation to the estimates of equity beta for energy businesses in the ASEAN-5 including Vietnam, Thailand, the Philippines, Malaysia, and Singapore. Listed energy companies for the period from 2005 to 2015 are used. Quantile reg...

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Bibliographic Details
Main Authors: Duc Hong Vo, Thach Ngoc Pham
Format: Article
Language:English
Published: EconJournals 2017-01-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/3770