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On the Estimation and Stability of Beta

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Author Info
Alexander, Gordon J.
Chervany, Norman L.

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Abstract

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Publisher Info
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 15 (1980)
Issue (Month): 01 (March)
Pages: 123-137
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Handle: RePEc:cup:jfinqa:v:15:y:1980:i:01:p:123-137_00

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  1. Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, Reading University. [Downloadable!]
  2. Vistesen, Claus, 2009. "Carry Trade Fundamentals and the Financial Crisis 2007-2010," MPRA Paper 9952, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  3. J. C. Matallín & A. Fernández-Izquierdo, 2003. "Passive timing effect in portfolio management," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1829-1837, November. [Downloadable!] (restricted)
  4. Sromon Das, 2008. "Testing the Stability of Beta Over Market Phases: An empirical study," Working Papers id:1414, esocialsciences.com. [Downloadable!]
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This page was last updated on 2009-12-3.


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