The Prediction of Systematic and Specific Risk in Common Stocks
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 8 (1973)
Issue (Month): 02 (March)
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- Michael Basch & Gonzalo García-Huidobro, 1997. "Costo de Capital en Segmentos Industriales: Una Estimación Robusta," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(102), pages 139-160.
- Jeong-Bon Kim & Roland Lipka & Heibatollah Sami, 2012. "Portfolio performance and accounting measures of earnings: an alternative look at usefulness," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 87-107, January.
- Antonio Roma, 2006. "Common factors and balance sheet structure of major European banks," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(237), pages 123-170.
- Jacquier, Eric & Titman, Sheridan & YalçIn, Atakan, 2010. "Predicting systematic risk: Implications from growth options," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 991-1005, December.
- Berkowitz, Michael K., 1998. "Estimating the market risk for nontraded securities: An application to Canadian public utilities," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 171-179.
- Antonio Roma, 2006. "Common factors and balance sheet structure of major European banks," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(237), pages 123-170.
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