Stability of beta over different market phases: An empirical study of pakistani equity market

Atta ur Rahman; Sana Ejaz; Muhammad Akbar

Stability of beta over different market phases: An empirical study of pakistani equity market

Atta ur Rahman
, Sana Ejaz
, Muhammad Akbar

Institute of Management Sciences
Bahria University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	512-522
Number of pages	11
Journal	Actual Problems of Economics
Volume	143
Issue number	5
Publication status	Published (VoR) - 2013

Keywords

Bearish
Beta
Bullish
Chow test
Systematic risk

Cite this

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title = "Stability of beta over different market phases: An empirical study of pakistani equity market",

keywords = "Bearish, Beta, Bullish, Chow test, Systematic risk",

author = "\{ur Rahman\}, Atta and Sana Ejaz and Muhammad Akbar",

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journal = "Actual Problems of Economics",

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T2 - An empirical study of pakistani equity market

AU - ur Rahman, Atta

AU - Ejaz, Sana

AU - Akbar, Muhammad

PY - 2013

Y1 - 2013

KW - Bearish

KW - Beta

KW - Bullish

KW - Chow test

KW - Systematic risk

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M3 - Article

AN - SCOPUS:84930005648

SN - 1993-6788

VL - 143

SP - 512

EP - 522

JO - Actual Problems of Economics

JF - Actual Problems of Economics

IS - 5

ER -

Stability of beta over different market phases: An empirical study of pakistani equity market

Keywords

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Cite this