All Outputs (22)

A net beta test of asset pricing models (2010)
Journal Article
Freeman, M. C., & Guermat, C. (2010). A net beta test of asset pricing models. International Review of Financial Analysis, 19(1), 1-9. https://doi.org/10.1016/j.irfa.2009.09.008

While many recent empirical studies of the CAPM have used conditional beta tests, this technique has recently been shown to have several weaknesses. Here we introduce a new, more robust, net beta test which shares a number of characteristics with con... Read More about A net beta test of asset pricing models.

The adoption of downsizing during the Asian economic crisis (2009)
Journal Article
Mellahi, K., & Guermat, C. (2009). The adoption of downsizing during the Asian economic crisis. Asian Business and Management, 8(3), 225-245. https://doi.org/10.1057/abm.2009.10

This study examines the adoption of downsizing during the Asian economic crisis. We use data from a large firm-level survey to examine and compare the adoption of downsizing by firms across sectors and across three countries - Indonesia, the Philippi... Read More about The adoption of downsizing during the Asian economic crisis.