• No results found

Common Risk Factors in Stock Returns in the MENA Region

N/A
N/A
Protected

Academic year: 2020

Share "Common Risk Factors in Stock Returns in the MENA Region"

Copied!
32
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1: Summary Statistics for Factors’ Average Monthly Returns
Table 2: Summary Statistics for the Different Size-Sort Portfolios Excess Returns
Table 3: GRS Test for Portfolios Formed on Size-B/M
Table 4:  AIC for the Alternative Models for Portfolios Formed on Different    Size-Sort
+4

References

Related documents

The location of the keytab file on the Sybase server is described in the following section of this document, Configure Your ASE or Open Server to Accept Kerberos Connections.. Note:

In summary, the empirical predictions from the theoretical analysis include: (a) financial benefit is endogenous to the bankruptcy decision in the strategic timing hypothesis

Level of agricultural production had a large impact the decision to participate in markets, the level of participation in markets, and food security.. Market facilitation efforts

Unit 11 I want to make an appointment · Chcę zamówić wizytę The basics 58 Key phrases 59 Listening practice 60 Speaking practice Taking it further 61 Dialogue. Unit 12 What’s

In the normal operation mode, human error to adequately prepare and maintain vessel orientation prior to the onset of extreme weather comprises over 80% of the

these factors can be segmented as Mutual Fund re- lated factors(like fund flow, fund size, fund style, expense ratio, fund age, loads and fund fee etc.) and some of the

Analysis of microRNA and mRNA expression data from gastric cancer tissue samples obtained from patients in Group 1 showed that HOXA10 mRNA expression was positively correlated

The day to day responsibility for managing risk rests with CRO who oversees and manages the risk through a team of managers; Senior Credit Officer responsible for credit risk