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All Outputs (2)

Portfolio risk and return between energy and non-energy stocks (2024)
Journal Article
Nautiyal, N., Alrababa'a, A. R., Rehman, M. U., Vo, X. V., & Saleh Al-Faryan, M. A. (2024). Portfolio risk and return between energy and non-energy stocks. Heliyon, 10(10), Article e31199. https://doi.org/10.1016/j.heliyon.2024.e31199

This paper aims to examine the potential for portfolio returns by adding together conventional and energy stocks with varying proportions. We examine the risk and return characteristics of a portfolio comprising energy and non-energ... Read More about Portfolio risk and return between energy and non-energy stocks.

Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism (2018)
Journal Article
Apergis, N., & Rehman, M. U. (2018). Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism. Journal of Behavioral Finance, 19(4), 442-449. https://doi.org/10.1080/15427560.2018.1431885

The authors investigate the role of investor sentiment in asset pricing. In particular, they explore whether this investor sentiment has the ability to be predicted by the residuals from the capital asset pricing model (CAPM). The analysis makes use... Read More about Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism.