An analysis of the capital asset pricing model in the Egyptian stock market
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 46 (2007)
Issue (Month): 5 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/620167
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Steve Satchell & Soosung Hwang, 2000.
"Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio,"
wp00-04, Warwick Business School, Financial Econometrics Research Centre.
- Soosung Hwang & Stephen Satchell, 2002. "Calculating the misspecification in beta from using a proxy for the market portfolio," Applied Financial Economics, Taylor and Francis Journals, vol. 12(11), pages 771-781.
- Graham Smith & Keith Jefferis & Hyun-Jung Ryoo, 2002. "African stock markets: multiple variance ratio tests of random walks," Applied Financial Economics, Taylor and Francis Journals, vol. 12(7), pages 475-484.
- Billmeier, Andreas & Massa, Isabella, 2008.
"Go long or short in pyramids? News from the Egyptian stock market,"
International Review of Financial Analysis,
Elsevier, vol. 17(5), pages 949-970, December.
- Isabella Massa & Andreas Billmeier, 2007. "Go Long or Short in Pyramids? News from the Egyptian Stock Market," IMF Working Papers 07/179, International Monetary Fund.
- Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.
- Li, Hong, 2013. "Integration versus segmentation in China's stock market: An analysis of time-varying beta risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 88-105.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.