An assessment of risk in thinner markets: the Belgian case

Gabriel Hawawini

MPRA Paper from University Library of Munich, Germany

Abstract: This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges.

Keywords: Market Model; Risk of financial assets; Thinner markets; Comparative stock price behavior (search for similar items in EconPapers)
JEL-codes: G11 G12 G14 (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (1)

Published in Journal of Economics and Business Spring/Summer.31(1979): pp. 196-201

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:33971

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