An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 17 (1982)
Issue (Month): 02 (June)
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- Soosung Hwang & Christian Pedersen, 2002. "On Empirical Risk Measurement with Asymmetric Returns Data," Working Papers wp02-03, Warwick Business School, Finance Group.
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