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A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas

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Vasicek, Oldrich A
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 28 (1973)
Issue (Month): 5 (December)
Pages: 1233-39
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Handle: RePEc:bla:jfinan:v:28:y:1973:i:5:p:1233-39

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  1. Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia. [Downloadable!]
  2. Bruce N. Lehmann, 1990. "Residual Risk Revisited," NBER Working Papers 1908, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Christophe Morel, 2001. "Stock selection using a multi-factor model - empirical evidence from the French stock market," European Journal of Finance, Taylor and Francis Journals, vol. 7(4), pages 312-334, December. [Downloadable!] (restricted)
  4. Giulio Cifarelli, 2001. "Introduction," European Journal of Finance, Taylor and Francis Journals, vol. 7(4), pages 286-288, December. [Downloadable!] (restricted)
  5. Calcagno, R. & Renneboog, L.D.R., 2004. "Capital structure and managerial compensation : the effects of remuneration seniority," Discussion Paper 120, Tilburg University, Center for Economic Research. [Downloadable!]
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  6. Lubos Pastor & Robert F. Stambaugh, 1998. "Costs of Equity Capital and Model Mispricing," NBER Working Papers 6490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Papers in Applied Economic Theory 2001-01, Federal Reserve Bank of San Francisco. [Downloadable!]
  8. Goergen, M. & Renneboog, L.D.R., 2002. "Shareholder wealth effects of European domestic and cross-border takeover bids," Discussion Paper 50, Tilburg University, Center for Economic Research. [Downloadable!]
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  9. Daniella Acker & Nigel W. Duck, 2004. "Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note," Bristol Economics Discussion Papers 04/557, Department of Economics, University of Bristol, UK. [Downloadable!]
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