Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10010569955
"We examine the cross-sectional relation between conditional betas and expected stock returns for a sample period of July 1963 to December 2004. Our portfolio-level analyses and the firm-level cross-sectional regressions indicate a positive, significant relation between conditional betas and the...
Persistent link: https://www.econbiz.de/10008676283
Persistent link: https://www.econbiz.de/10010626774