The risk-return relations in the Singapore stock market

Pacific Basin Finance Journal

Volumn 12, Issue 2, 2004, Pages 179-195

  Tang, Gordon Y N ^a,b   Shum, Wai Cheong ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

Author keywords

Beta; CAPM; Economic variables; Kurtosis; Singapore stock returns; Up and down markets

Indexed keywords

EID: 1342328595     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2003.07.001     Document Type: Article

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