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The risk-return relations: evidence from the Korean and Taiwan stock markets

https://doi.org/10.1080/00036840600690280
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0148-6195(91)90031-qopenalex-snapshot
Risk, return, and equilibrium in the emerging markets: Evidence from the Korean stock market
inferredcites →https://doi.org/10.1016/0304-405x(78)90026-0openalex-snapshot
Anomalies in relationships between securities' yields and yield-surrogates
inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-snapshot
The relationship between return and market value of common stocks
inferredcites →https://doi.org/10.1016/0378-4266(86)90023-3openalex-snapshot
Systematic risk, total risk and size as determinants of stock market returns
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50018-6openalex-snapshot
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation,…
inferredcites →https://doi.org/10.1016/j.pacfin.2003.07.001openalex-snapshot
The risk–return relations in the Singapore stock market
inferredcites →https://doi.org/10.1016/s0148-6195(00)00031-xopenalex-snapshot
Cross-sectional regression analysis of return and beta in Japan
inferredcites →https://doi.org/10.1016/s0148-6195(97)00006-4openalex-snapshot
An examination of the cross-sectional relationship of beta and return: UK evidence
inferredcites →https://doi.org/10.1016/s0927-538x(98)00013-4openalex-snapshot
Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets
inferredcites →https://doi.org/10.1080/000368400419014openalex-snapshot
CAPM anomalies and the pricing of equity: evidence from the Hong Kong market
inferredcites →https://doi.org/10.1080/0003684032000066840openalex-snapshot
Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong
inferredcites →https://doi.org/10.1080/09603100500426671openalex-snapshot
Risk-return relationships in the Hong Kong stock market: revisit
inferredcites →https://doi.org/10.1080/096031097333583openalex-snapshot
An empirical test of the risk-return relationship on the Taiwan Stock Exchange
inferredcites →https://doi.org/10.1080/096031097333673openalex-snapshot
Multivariate testing of the capital asset pricing model in the Hong Kong stock market
inferredcites →https://doi.org/10.1080/135184799337046openalex-snapshot
Is beta still alive? Conclusive evidence from the Swiss stock market
inferredcites →https://doi.org/10.1080/758520133openalex-snapshot
An assessment of risk and return in the Singapore stock market
inferredcites →https://doi.org/10.1080/758534943openalex-snapshot
The pricing of risky assets in two emerging Asian markets—Korea and Taiwan
inferredcites →https://doi.org/10.1080/758536014openalex-snapshot
An assessment of risk and return: some empirical findings from the Hong Kong stock exchange
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/296344openalex-snapshot
Economic Forces and the Stock Market
inferredcites →https://doi.org/10.1093/rfs/8.2.275openalex-snapshot
A Critique of Size-Related Anomalies
inferredcites →https://doi.org/10.1111/1540-6288.00008openalex-snapshot
Payment For Risk: Constant Beta Vs. Dual‐Beta Models
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-snapshot
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb01979.xopenalex-snapshot
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb03509.xopenalex-snapshot
On The Direction of Preference for Moments of Higher Order Than The Variance
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04642.xopenalex-snapshot
Fundamentals and Stock Returns in Japan
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04772.xopenalex-snapshot
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05233.xopenalex-snapshot
The CAPM is Wanted, Dead or Alive
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1924119openalex-snapshot
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
inferredcites →https://doi.org/10.2307/2328571openalex-snapshot
Fundamentals and Stock Returns in Japan
inferredcites →https://doi.org/10.2307/2329262openalex-snapshot
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.2307/2330365openalex-snapshot
A New Empirical Perspective on the CAPM
inferredcites →https://doi.org/10.2307/2331255openalex-snapshot
The Conditional Relation between Beta and Returns
inferredcites →https://doi.org/10.2307/2331323openalex-snapshot
Does Market Risk Really Explain the Size Effect?
inferredcites →https://doi.org/10.2469/faj.v40.n4.36openalex-snapshot
Stock Returns, Beta, Variance and Size: An Empirical Analysis
inferredcites →https://doi.org/10.3386/t0055openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
inferredcites →https://doi.org/10.3905/jpm.1991.409335openalex-snapshot
The efficient market inefficiency of capitalization–weighted stock portfolios

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Yes, Indeed, Idiosyncratic Risk Matters to Socially Responsible Investments!
inferred← citeshttps://doi.org/10.2139/ssrn.4573631openalex-extracted
Conditional CAPM Relationships in Standard and Accounting Risk Approaches
inferred← citeshttps://doi.org/10.1007/s11575-009-0003-xopenalex-snapshot
Insider Control and the FDI Location Decision
inferred← citeshttps://doi.org/10.1016/j.gfj.2011.10.004openalex-snapshot
Conditional beta: Evidence from Asian emerging markets
inferred← citeshttps://doi.org/10.1016/j.gfj.2022.100759openalex-snapshot
Conventional and downside CAPM: The case of London stock exchange
inferred← citeshttps://doi.org/10.1016/j.najef.2024.102123openalex-snapshot
Conditional CAPM relationships in standard and accounting risk approaches
inferred← citeshttps://doi.org/10.1080/23322039.2016.1139437openalex-snapshot
Water exchange traded funds: A study on idiosyncratic risk using Markov switching analysis
inferred← citeshttps://doi.org/10.1108/01443581311283529openalex-snapshot
Conditional pricing of risks
inferred← citeshttps://doi.org/10.2753/ces1097-1475430502openalex-snapshot
Risk-Return Characteristics
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