Market Risk in Demutualized Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas
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- Andrew Worthington & Helen Higgs, 2005. "Market Risk in Demutualised Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas," School of Economics and Finance Discussion Papers and Working Papers Series 201, School of Economics and Finance, Queensland University of Technology.
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- repec:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5 is not listed on IDEAS
- Maurizio Polato & Josanco Floreani & Andrea Paltrinieri & Flavio Pichler, 2016. "Religion, governance and performance: evidence from Islamic and conventional stock exchanges," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 20(3), pages 591-623, September.
- Andrew C. Worthington, 2009. "Political Cycles in the Australian Stock Market since Federation," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(4), pages 397-409.
More about this item
KeywordsTime-varying betas; moving average; bivariate GARCH; demutualization and self-listing; exchanges;
StatisticsAccess and download statistics
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