The empirical relationship between expected return and risk in the Amman stock exchange
Author
Source
Mu'tah Lil-Buhuth Wad-Dirasat : Humanities and Social Sciences Series
Issue
Vol. 18, Issue 4 (31 Aug. 2003), pp.9-25, 17 p.
Publisher
Mutah University Deanship of Academic Research
Publication Date
2003-08-31
Country of Publication
Jordan
No. of Pages
17
Main Subjects
Financial and Accounting Sciences
Abstract EN
This paper investigates the relationship between the expected return and risk in the Jordanian capital market over the period 1994-2000.
Using a GARCH-M model, the paper finds evidence of a significant positive relationship between the expected return and risk in this market.
American Psychological Association (APA)
Maghyirah, Aktham. 2003. The empirical relationship between expected return and risk in the Amman stock exchange. Mu'tah Lil-Buhuth Wad-Dirasat : Humanities and Social Sciences Series،Vol. 18, no. 4, pp.9-25.
https://search.emarefa.net/detail/BIM-367065
Modern Language Association (MLA)
Maghyirah, Aktham. The empirical relationship between expected return and risk in the Amman stock exchange. Mu'tah Lil-Buhuth Wad-Dirasat : Humanities and Social Sciences Series Vol. 18, no. 4 (2003), pp.9-25.
https://search.emarefa.net/detail/BIM-367065
American Medical Association (AMA)
Maghyirah, Aktham. The empirical relationship between expected return and risk in the Amman stock exchange. Mu'tah Lil-Buhuth Wad-Dirasat : Humanities and Social Sciences Series. 2003. Vol. 18, no. 4, pp.9-25.
https://search.emarefa.net/detail/BIM-367065
Data Type
Journal Articles
Language
English
Notes
Includes margin notes.
Record ID
BIM-367065
