All Outputs (3)

Explaining stock returns in Nepal: application of single and multi-factor models. (2016)
Journal Article
KARKI, D. and GHIMIRE, B. 2016. Explaining stock returns in Nepal: application of single and multi-factor models. Journal of finance and investment analysis [online], 5(3), pages 59-77. Available from: https://www.scienpress.com/journal_focus.asp?main_id=69&Sub_id=IV&Issue=1911

This paper investigates the relevance of CAPM single factor and Fama-French three factor (Fama-French) models to explain the return for cross sectional portfolios in the context of Nepalese stock market. We use stock market data and treasury bill rat... Read More about Explaining stock returns in Nepal: application of single and multi-factor models..

Testing the weak-form efficiency of agriculture's capital markets. (2016)
Journal Article
GHIMIRE, B., ANNUSSEK, K., HARVEY, J. and SHARMA, S. 2016. Testing the weak-form efficiency of agriculture's capital markets. Economics and business review [online], 2(2), pages 3-17. Available from: https://doi.org/10.18559/ebr.2016.2.1

This paper investigates the empirical validity of the weak-form Efficient Market Hypothesis [EMH] in global equity markets for agriculture. We examine whether developed agriculture markets are more efficient than emerging agriculture markets. We test... Read More about Testing the weak-form efficiency of agriculture's capital markets..

Systematic risk determinants of stock returns after financial crisis: evidence from United Kingdom. (2016)
Journal Article
TRINH, V.Q., KARKI, D. and GHIMIRE, B. 2016. Systematic risk determinants of stock returns after financial crisis: evidence from United Kingdom. Journal of finance and investment analysis [online], 5(1), pages 1-28. Available from: https://www.scienpress.com/journal_focus.asp?main_id=69&Sub_id=IV&Issue=1736

This paper provides an empirical analysis of FTSE100 stock returns during the period of 2009 to 2013 with an aim to assess the relevancy of Fama-French three factor model post financial crisis of 2008. FTSE100 index was chosen in particular as it is... Read More about Systematic risk determinants of stock returns after financial crisis: evidence from United Kingdom..