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Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis
Fernando, S.
;
Nimal, P.D.
(
University of Kelaniya
,
2013
)
Equity Market Volatility Behavior in Sri Lankan Context
Morawakage, P.S.
;
Nimal, P.D.
(
University of Kelaniya
,
2015
)
Equity Risk Premium Puzzle: Evidence from Indonesia and Sri Lanka
Morawakage, P.S.
;
Nimal, P.D.
;
Kuruppuarachchi, D.
(
Bulletin of Indonesian Economic Studies
,
2019
)
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Author
Nimal, P.D. (3)
Morawakage, P.S. (2)
Fernando, S. (1)
Kuruppuarachchi, D. (1)
Subject
C5 (1)
Clustering (1)
CSE (1)
EGARCH (1)
emerging markets (1)
equity risk premium (1)
F0 (1)
GARCH (1)
GARCH-M (1)
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2015 (1)
2019 (1)
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