The Impact of Financial Leverage on the Pricing Risk in the Egyptian Stock Market
This paper examines the impact of financial leverage on the risk pricing in the Egyptian Stock Exchange (EGX) by adding an additional risk factor reflecting financial leverage to the three factor model of Fama and French. We used monthly excess stock returns of 50 stocks listed on the (EGX) from Jan...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Institutul de Studii Financiare
2024-05-01
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| Collection: | Revista de Studii Financiare |
| Sujets: | |
| Accès en ligne: | https://revista.isfin.ro/wp-content/uploads/2024/05/1.-Mustafa-Hussein-Abd-Allah-et..pdf |
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