IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

The Regression Tendencies of Betas: A Reappraisal

  • Kolb, Robert W
  • Rodriguez, Ricardo J
Registered author(s):

    This paper reexamines the regression tendencies of beta. The authors show that common assertions in the literature about regression tendencies go well beyond the facts established by Marshall E. Blume. They analyze betas during the 1926-85 period and examine the tendencies of betas to change. Extreme betas do tend to move toward the mean. However, betas near the mean in one period tend to move way from the mean. As a result, the distribution of betas is approximately stationary over time. Copyright 1989 by MIT Press.

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Article provided by Eastern Finance Association in its journal The Financial Review.

    Volume (Year): 24 (1989)
    Issue (Month): 2 (May)
    Pages: 319-34

    as
    in new window

    Handle: RePEc:bla:finrev:v:24:y:1989:i:2:p:319-34
    Contact details of provider: Web page: http://www.easternfinance.org/
    More information through EDIRC

    Order Information: Web: http://www.blackwellpublishing.com/subs.asp?ref=0732-8516

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:bla:finrev:v:24:y:1989:i:2:p:319-34. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)

    or (Christopher F. Baum)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.