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Conditional betas and Market re-definition: Revisiting the capital asset pricing model with Mexican data

This paper examined the time-series cross-section relation between conditional betas and stock returns using monthly data for Mexico for the period January 1999 to August 2008. The portfolio-level analysis and regressions indicated a positive relation between conditional betas and the expected retu...

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Bibliographic Details
Main Author:	Treviño Villarreal, María de Lourdes
Format:	Article
Language:	English
Published:	International Research Journals 2012
Online Access:	http://eprints.uanl.mx/7506/1/Conditional%20betas%20and%20Market%20re-definition%20Revisiting%20the%20Capital%20Asset%20Pricing%20Model%20with%20Mexican%20data.pdf

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