Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM
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References listed on IDEAS
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More about this item
KeywordsStock market; CAPM; time-varying beta;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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