{"title":"澳大利亚股票市场的已实现半贝塔","authors":"Jinze Li, Bin Li, Jen-Je Su","doi":"10.1080/00036846.2024.2337809","DOIUrl":null,"url":null,"abstract":"This study examines the explanatory power of the CAPM and downside risk asset pricing models (the downside beta and the realized semibeta models) for the next-month firm-level cross-sectional stock...","PeriodicalId":7963,"journal":{"name":"Applied Economics","volume":"7 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Realized semibetas in the Australian stock market\",\"authors\":\"Jinze Li, Bin Li, Jen-Je Su\",\"doi\":\"10.1080/00036846.2024.2337809\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study examines the explanatory power of the CAPM and downside risk asset pricing models (the downside beta and the realized semibeta models) for the next-month firm-level cross-sectional stock...\",\"PeriodicalId\":7963,\"journal\":{\"name\":\"Applied Economics\",\"volume\":\"7 1\",\"pages\":\"\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2024-04-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/00036846.2024.2337809\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/00036846.2024.2337809","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
This study examines the explanatory power of the CAPM and downside risk asset pricing models (the downside beta and the realized semibeta models) for the next-month firm-level cross-sectional stock...
期刊介绍：
Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.
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