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Title: The relationship between the return and the systemic risk in the Moroccan Stock Exchange
Authors: عبد اللطيف مصيطفى
عبد الله عنيشل
Keywords: Risk and Return
Model CAPM
Coefficient Beta
Casablanca Stock Exchange
Issue Date: 2017
Series/Report no.: Number 03 2017;
Abstract: This research aims to study the nature of the relationship between return and systemic risk in practice and the ability of the CAPM model، especially the aspect of Beta House، to explain the relationship between return and systemic risk. The study included 21 companies listed on the Casablanca Stock Exchange in Morocco during the period 02/01/2015 To 31/12/2016. The study concluded that the relationship between return and systemic risk lies in the beta coefficient، which reflects and diagnoses the systemic risks of the shares of companies. The latter gives the extent of the return of the financial asset compared to the market return. Reflective presence for a positive return between positive and systemic risk.
Description: Journal of Quantitative Economics Studies JQES
ISSN: 2437-1033
Appears in Collections:Number 03 /2017

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