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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| 格式: | 圖書 |
| 語言: | English |
| 出版: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| 叢編: | Discussion papers in economics, finance and international competitiveness ;
no. 201. |
| 主題: | |
| 在線閱讀: | Electronic version |