Implications of downside beta in Asian markets
This paper extends the research by Post, Vliet and Lansdorp (2009) to Singapore, South Korea, Hong Kong and Taiwan on the appropriateness of using downside beta as a measure of systematic risk. Contrary to what is found in the previous study on the US market, our findings suggest that the explanator...
| Hauptverfasser: | , , |
|---|---|
| Weitere Verfasser: | |
| Format: | Final Year Project (FYP) |
| Sprache: | English |
| Veröffentlicht: |
2010
|
| Schlagworte: | |
| Online Zugang: | http://hdl.handle.net/10356/21238 |