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The Effect of Listing On the Parameters of Characteristic Lines Models

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  • Arun J. Prakash
  • A.M. Parhizgari
  • Gerald W. Perritt

Abstract

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Suggested Citation

  • Arun J. Prakash & A.M. Parhizgari & Gerald W. Perritt, 1989. "The Effect of Listing On the Parameters of Characteristic Lines Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(3), pages 335-342, June.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:3:p:335-342
    DOI: 10.1111/j.1468-5957.1989.tb00022.x
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    References listed on IDEAS

    as
    1. Dhaliwal, Dan S., 1983. "Exchange-listing effects on a firm's cost of equity capital," Journal of Business Research, Elsevier, vol. 11(2), pages 139-151, June.
    2. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    3. Hays, Patrick A. & Upton, David E., 1986. "A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 307-321, September.
    4. Reints, William W. & Vandenberg, Pieter A., 1975. "The Impact of Changes in Trading Location on a Security's Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 881-890, December.
    5. Sanger, Gary C. & McConnell, John J., 1986. "Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(1), pages 1-25, March.
    6. Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
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