Reports of beta's death are premature : evidence from the UK
Year of publication: |
1998
|
---|---|
Authors: | Clare, Andrew D. |
Other Persons: | Priestley, Richard (contributor) ; Thomas, Stephen (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 9, p. 1207-1229
|
Subject: | Schätztheorie | Estimation theory | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom | 1980-1993 |
-
The classical approaches to testing the unconditional CAPM : UK evidence
Laura, Mehnaz Roushan, (2017)
-
Testing conditional factor models
Ang, Andrew, (2012)
-
Estimating and testing beta pricing models on industries
Hammami, Yacine, (2013)
- More ...
-
Stock return predictability or mismeasured risk?
Clare, Andrew D., (1997)
-
Calculating the probability of failure of the Norwegian banking sector
Clare, Andrew D., (2002)
-
Risk factors in the Malaysian stock market
Clare, Andrew D., (1998)
- More ...