FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1979653669> ?p ?o ?g. }

• W1979653669 endingPage "153" @default.
• W1979653669 startingPage "140" @default.
• W1979653669 abstract "The Influence of Negative Beta Assets on the Empirical SML in the Polish Capital Market The classical approach to the SML assumes that it is a straight line, which means that an investor is willing to accept lower return on the negative beta assets than on the risk-free assets. However, Cloninger, Waller, Bendeck and Revere (2004) challenged this commonly accepted approach. The author of the paper decided to verify the approach using empirical data for years 1999-2006 obtained from the Warsaw Stock Exchange. Finance theoreticians believe that the SML is linear, which means that an investor buying negative beta assets is willing to accept lower return than in the case of a risk-free asset. Cloninger et al. (2004) formulated a hypothesis stating that the SML is V-shaped and that it is not a straight line. It was concluded that an investor had no reason to accept lower return of the negative beta assets; quite the contrary, the investor would expect the same return as on the positive beta ones. The author of this article performed an investigation for the Polish market, taking advantage of companies quoted at the Warsaw Stock Exchange. The investigation demonstrated that between 1999 and 2006, the SML had a V-like shape and thus the research hypothesis formulated in the article was positively verified." @default.
• W1979653669 created "2016-06-24" @default.
• W1979653669 creator A5015562806 @default.
• W1979653669 date "2009-01-01" @default.
• W1979653669 modified "2023-09-23" @default.
• W1979653669 title "The Influence of Negative Beta Assets on the Empirical SML in the Polish Capital Market" @default.
• W1979653669 cites W1413904075 @default.
• W1979653669 cites W1777744311 @default.
• W1979653669 cites W1971432209 @default.
• W1979653669 cites W1997923708 @default.
• W1979653669 cites W2006544654 @default.
• W1979653669 cites W2087493275 @default.
• W1979653669 cites W2104795328 @default.
• W1979653669 cites W2116347131 @default.
• W1979653669 cites W2128475248 @default.
• W1979653669 cites W2131055507 @default.
• W1979653669 cites W4230661391 @default.
• W1979653669 cites W4232111244 @default.
• W1979653669 cites W4242595893 @default.
• W1979653669 cites W4247021123 @default.
• W1979653669 doi "https://doi.org/10.2478/v10031-009-0028-0" @default.
• W1979653669 hasPublicationYear "2009" @default.
• W1979653669 type Work @default.
• W1979653669 sameAs 1979653669 @default.
• W1979653669 citedByCount "2" @default.
• W1979653669 countsByYear W19796536692014 @default.
• W1979653669 countsByYear W19796536692023 @default.
• W1979653669 crossrefType "journal-article" @default.
• W1979653669 hasAuthorship W1979653669A5015562806 @default.
• W1979653669 hasBestOaLocation W19796536691 @default.
• W1979653669 hasConcept C10138342 @default.
• W1979653669 hasConcept C106159729 @default.
• W1979653669 hasConcept C111472728 @default.
• W1979653669 hasConcept C120936955 @default.
• W1979653669 hasConcept C127413603 @default.
• W1979653669 hasConcept C138885662 @default.
• W1979653669 hasConcept C140577478 @default.
• W1979653669 hasConcept C143910263 @default.
• W1979653669 hasConcept C144133560 @default.
• W1979653669 hasConcept C151730666 @default.
• W1979653669 hasConcept C154611145 @default.
• W1979653669 hasConcept C162324750 @default.
• W1979653669 hasConcept C181236170 @default.
• W1979653669 hasConcept C199360897 @default.
• W1979653669 hasConcept C19963470 @default.
• W1979653669 hasConcept C200870193 @default.
• W1979653669 hasConcept C204036174 @default.
• W1979653669 hasConcept C2776174256 @default.
• W1979653669 hasConcept C2780299701 @default.
• W1979653669 hasConcept C2780762169 @default.
• W1979653669 hasConcept C2780821815 @default.
• W1979653669 hasConcept C30755413 @default.
• W1979653669 hasConcept C41008148 @default.
• W1979653669 hasConcept C78519656 @default.
• W1979653669 hasConcept C86803240 @default.
• W1979653669 hasConceptScore W1979653669C10138342 @default.
• W1979653669 hasConceptScore W1979653669C106159729 @default.
• W1979653669 hasConceptScore W1979653669C111472728 @default.
• W1979653669 hasConceptScore W1979653669C120936955 @default.
• W1979653669 hasConceptScore W1979653669C127413603 @default.
• W1979653669 hasConceptScore W1979653669C138885662 @default.
• W1979653669 hasConceptScore W1979653669C140577478 @default.
• W1979653669 hasConceptScore W1979653669C143910263 @default.
• W1979653669 hasConceptScore W1979653669C144133560 @default.
• W1979653669 hasConceptScore W1979653669C151730666 @default.
• W1979653669 hasConceptScore W1979653669C154611145 @default.
• W1979653669 hasConceptScore W1979653669C162324750 @default.
• W1979653669 hasConceptScore W1979653669C181236170 @default.
• W1979653669 hasConceptScore W1979653669C199360897 @default.
• W1979653669 hasConceptScore W1979653669C19963470 @default.
• W1979653669 hasConceptScore W1979653669C200870193 @default.
• W1979653669 hasConceptScore W1979653669C204036174 @default.
• W1979653669 hasConceptScore W1979653669C2776174256 @default.
• W1979653669 hasConceptScore W1979653669C2780299701 @default.
• W1979653669 hasConceptScore W1979653669C2780762169 @default.
• W1979653669 hasConceptScore W1979653669C2780821815 @default.
• W1979653669 hasConceptScore W1979653669C30755413 @default.
• W1979653669 hasConceptScore W1979653669C41008148 @default.
• W1979653669 hasConceptScore W1979653669C78519656 @default.
• W1979653669 hasConceptScore W1979653669C86803240 @default.
• W1979653669 hasIssue "1" @default.
• W1979653669 hasLocation W19796536691 @default.
• W1979653669 hasOpenAccess W1979653669 @default.
• W1979653669 hasPrimaryLocation W19796536691 @default.
• W1979653669 hasRelatedWork W1154430943 @default.
• W1979653669 hasRelatedWork W1979653669 @default.
• W1979653669 hasRelatedWork W2042785260 @default.
• W1979653669 hasRelatedWork W2248861960 @default.
• W1979653669 hasRelatedWork W2288424503 @default.
• W1979653669 hasRelatedWork W2394170512 @default.
• W1979653669 hasRelatedWork W2561010304 @default.
• W1979653669 hasRelatedWork W2981678774 @default.
• W1979653669 hasRelatedWork W3153769834 @default.
• W1979653669 hasRelatedWork W3154570107 @default.
• W1979653669 hasVolume "8" @default.
• W1979653669 isParatext "false" @default.
• W1979653669 isRetracted "false" @default.
• W1979653669 magId "1979653669" @default.

• next