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Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia

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  • Nawazish Mirza

    (Lahore School of Economics, Pakistan)

  • Daniel Danny Simatupang

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Suggested Citation

  • Nawazish Mirza & Daniel Danny Simatupang, 2004. "Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 9(1), pages 149-173, Jan-June.
  • Handle: RePEc:lje:journl:v:9:y:2004:i:1:p:149-173
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    References listed on IDEAS

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    14. Marshall Blume & Robert Stambaugh, "undated". "Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)," Rodney L. White Center for Financial Research Working Papers 11-83, Wharton School Rodney L. White Center for Financial Research.
    15. Ravinder K. Bhardwaj & LeRoy D. Brooks, 1992. "Stock Price And Degree Of Neglect As Determinants Of Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 101-112, June.
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