Table of contents - Special Issue: Empirical perspectives in capital asset pricing
Guest Editors: Don U.A. Galagedera
Do momentum strategies work? Australian evidence
Michael E. Drew, Madhu Veeraraghavan, Min YeThe purpose of this paper is to investigate the profitability of momentum investment strategy and the predictive power of trading volume for equities listed in the Australian…
Relation between distress risk, book‐to‐market ratio and return premium
Kaylene Zaretzky, J. Kenton ZumwaltEarlier research found that firms with the highest distress risk have low book‐to‐market (B/M) ratios and low returns. This paper aims to examine the robustness of those's results…
Performance of initial public offerings and privatized offers: Evidence from a developing country
Suren PeterThe purpose of this paper is to investigate returns of initial public offerings (IPOs) in an emerging market and differences in the returns of privatized and non‐privatized…
Co‐movement of Bangladesh stock market with other markets: Cointegration and error correction approach
Hafiz Al Asad Bin HoqueThe purpose of this paper is to explore dynamics of stock price movements of an emerging market, Bangladesh with that of USA, Japan and India.
A review of capital asset pricing models
Don U.A. GalagederaThe main aspect of security analysis is its valuation through a relationship between the security return and the associated risk. The purpose of this paper is to review the…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson