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Betas and Their Regression Tendencies

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Blume, Marshall E
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 30 (1975)
Issue (Month): 3 (June)
Pages: 785-95
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Handle: RePEc:bla:jfinan:v:30:y:1975:i:3:p:785-95

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  2. Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia. [Downloadable!]
  3. Bruce N. Lehmann, 1990. "Residual Risk Revisited," NBER Working Papers 1908, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Angenendt, P-P & Goergen, M. & Renneboog,, 2005. "Shareholder lock-in contracts : share price and trading volume effects at the lock-in expiry," Discussion Paper 30, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
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  5. Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA. [Downloadable!]
  6. Entorf, Horst & Jamin, Gösta, 2004. "German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs," ZEW Discussion Papers 04-03, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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  7. Steven N. Kaplan & Richard S. Ruback, 1994. "The Valuation of Cash Flow Forecasts: An Empirical Analysis," NBER Working Papers 4724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  9. Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2007. "Forward-Looking Betas," CREATES Research Papers 2007-39, School of Economics and Management, University of Aarhus. [Downloadable!]
  10. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics. [Downloadable!]
  11. Kee Ho Chung & Chong Soo Pyun, 1989. "The Effects Of Risk, Inflation And Dividend Yield On Common Stock Returns: The Case Of Korea," International Economic Journal, Korean International Economic Association, vol. 3(4), pages 69-78, December. [Downloadable!] (restricted)
  12. Sancetta, A. & Satchell, S.E., 2004. "Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias," Cambridge Working Papers in Economics 0441, Faculty of Economics, University of Cambridge. [Downloadable!]
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