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Table of Contents
Acknowledgements; Table of Contents; List of figures; List of tables; Abstract; Purpose; Design/methodology/approach; Findings; Research Limitations; Practical Implications; Originality/value; Chapter 1: Introduction; 1.1 Chapter Introduction; 1.2 Background and Problem Foundation; 1.3 Aims and Objectives; 1.4 Structure; Chapter 2: Literature Review; 2.1 Chapter Introduction; 2.2 Fundamental Theory; 2.2.1 Efficient Markets; 2.2.2 Modern Portfolio Theory (MPT); 2.2.3 Capital Asset Pricing Model (CAPM); 2.2.4 Arbitrage Pricing Theory (APT); 2.2.5 Three-factor model (Fama & French)
2.3 Recent Developments2.3.1 Three-factor model (Fama & French); 2.3.2 Investor Relations and Financial Analysts; 2.3.3 International Aspects; 2.3.4 Sector Specifics; 2.4 Gaps in knowledge and literature; Chapter 3: Research Methodology; 3.1 Chapter Introduction; 3.2 Preconceptions; 3.3 Literature Search; 3.4 Research Philosophy and Scientific Approach; 3.4.1 Positivism vs. Interpretivism; 3.4.2 Objectivism vs. Constructivism; 3.5 Research Approach, Strategy and Time Horizon; 3.5.1 Deductivism vs. Inductivism; 3.5.2 Quantitative vs. Qualitative Research Strategy
3.5.3 Cross-sectional vs. Longitudinal3.6 Reliability, Validity and Generalisibility; 3.6.1 Reliability; 3.6.2 Validity; 3.7 Practical Method; 3.7.1 Data Sampling; 3.7.2 Procedure; 3.7.3 Statistical Methods; 3.8 Ethical Issues; Chapter 4: Analysis & Discussion; 4.1 Chapter Introduction; 4.2 Structure of the analysis; 4.3 Proxy analysis; 4.4 Beta and Return Analysis; 4.4.1 Descriptive Statistics ; 4.4.2 Building the model; 4.4.3 Modelling of an efficient Portfolio allocation; Chapter 5: Conclusions, Limitations & Outlook; 5.1 Chapter Introduction; 5.2 Conclusion; 5.3 Limitations
5.4 Future ResearchAppendices; Appendix 1: Beta-Return Relations within supersectors
November 2010; Appendix 2: Beta-Return Relations within supersectors
April 2011; Appendix 3: Beta-Return Relations within countries
November 2010; Appendix 4: Beta-Return Relations within countries
April 2011; References
2.3 Recent Developments2.3.1 Three-factor model (Fama & French); 2.3.2 Investor Relations and Financial Analysts; 2.3.3 International Aspects; 2.3.4 Sector Specifics; 2.4 Gaps in knowledge and literature; Chapter 3: Research Methodology; 3.1 Chapter Introduction; 3.2 Preconceptions; 3.3 Literature Search; 3.4 Research Philosophy and Scientific Approach; 3.4.1 Positivism vs. Interpretivism; 3.4.2 Objectivism vs. Constructivism; 3.5 Research Approach, Strategy and Time Horizon; 3.5.1 Deductivism vs. Inductivism; 3.5.2 Quantitative vs. Qualitative Research Strategy
3.5.3 Cross-sectional vs. Longitudinal3.6 Reliability, Validity and Generalisibility; 3.6.1 Reliability; 3.6.2 Validity; 3.7 Practical Method; 3.7.1 Data Sampling; 3.7.2 Procedure; 3.7.3 Statistical Methods; 3.8 Ethical Issues; Chapter 4: Analysis & Discussion; 4.1 Chapter Introduction; 4.2 Structure of the analysis; 4.3 Proxy analysis; 4.4 Beta and Return Analysis; 4.4.1 Descriptive Statistics ; 4.4.2 Building the model; 4.4.3 Modelling of an efficient Portfolio allocation; Chapter 5: Conclusions, Limitations & Outlook; 5.1 Chapter Introduction; 5.2 Conclusion; 5.3 Limitations
5.4 Future ResearchAppendices; Appendix 1: Beta-Return Relations within supersectors
November 2010; Appendix 2: Beta-Return Relations within supersectors
April 2011; Appendix 3: Beta-Return Relations within countries
November 2010; Appendix 4: Beta-Return Relations within countries
April 2011; References