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The Impact of the Demand Volatility and Leverages On the Systematic Risk of Common Stocks

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  • Kee H Chung

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  • Kee H Chung, 1989. "The Impact of the Demand Volatility and Leverages On the Systematic Risk of Common Stocks," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(3), pages 343-360, June.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:3:p:343-360
    DOI: 10.1111/j.1468-5957.1989.tb00023.x
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    References listed on IDEAS

    as
    1. Hamada, Robert S, 1972. "The Effect of the Firm's Capital Structure on the Systematic Risk of Common Stocks," Journal of Finance, American Finance Association, vol. 27(2), pages 435-452, May.
    2. Ben-Zion, Uri & Shalit, Sol S, 1975. "Size, Leverage, and Dividend Record as Determinants of Equity Risk," Journal of Finance, American Finance Association, vol. 30(4), pages 1015-1026, September.
    3. Myers, Stewart C & Turnbull, Stuart M, 1977. "Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News," Journal of Finance, American Finance Association, vol. 32(2), pages 321-333, May.
    4. Bowman, Robert G, 1979. "The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables," Journal of Finance, American Finance Association, vol. 34(3), pages 617-630, June.
    5. Milton Friedman, 1957. "Introduction to "A Theory of the Consumption Function"," NBER Chapters, in: A Theory of the Consumption Function, pages 1-6, National Bureau of Economic Research, Inc.
    6. Beaver, William & Manegold, James, 1975. "The Association between Market-Determined and Accounting-Determined Measures of Systematic Risk: Some Further Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 231-284, June.
    7. Melicher, Ronald W., 1974. "Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(2), pages 231-241, March.
    8. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1.
    9. Mandelker, Gershon N. & Rhee, S. Ghon, 1984. "The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(1), pages 45-57, March.
    10. Blume, Marshall E, 1970. "Portfolio Theory: A Step Toward Its Practical Application," The Journal of Business, University of Chicago Press, vol. 43(2), pages 152-173, April.
    11. Turnbull, Stuart M, 1977. "Market Value and Systematic Risk," Journal of Finance, American Finance Association, vol. 32(4), pages 1125-1142, September.
    12. Rosenberg, Barr & McKibben, Walt, 1973. "The Prediction of Systematic and Specific Risk in Common Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(2), pages 317-333, March.
    13. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    14. Gonedes, Nicholas J., 1975. "A Note of Accounting-Based and Market-Based Estimates of Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 355-365, June.
    15. Ball, R & Brown, P, 1969. "Portfolio Theory And Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 7(2), pages 300-323.
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