Beta stability and portfolio formation
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Bibliographic InfoArticle provided by Elsevier in its journal Pacific-Basin Finance Journal.
Volume (Year): 3 (1995)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/pacfin
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- Don U.A. Galagedera & Roland Shami, 2004.
"Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities,"
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- Keith Lam, 1999. "Some evidence on the distribution of beta in Hong Kong," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 251-262.
- Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh, 2002. "International cross-listings towards more liquid markets: the impact on domestic firms," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 365-390.
- Robert D. Brooks & Lye Chee Shoung, 2006. "The impact of capital controls on Malaysian banking industry betas," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 247-249, July.
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