An analysis of the capital asset pricing model in the Egyptian stock market
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- Soosung Hwang & Stephen Satchell, 2002. "Calculating the misspecification in beta from using a proxy for the market portfolio," Applied Financial Economics, Taylor & Francis Journals, 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 & Francis Journals, pages 475-484.
- Soosung Hwang & Stephen Satchell, 2002.
"Calculating the misspecification in beta from using a proxy for the market portfolio,"
Applied Financial Economics,
Taylor & Francis Journals, pages 771-781.
- Steve Satchell & Soosung Hwang, 2000. "Calculating the Miss-specification in Beta from Using a Proxy for the Market Portfolio," Working Papers wp00-04, Warwick Business School, Finance Group.
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- repec:rss:jnljef:v3i4p1 is not listed on IDEAS
- 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.
- 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.
- 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.
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