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The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables

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  • Bowman, Robert G

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  • 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.
  • Handle: RePEc:bla:jfinan:v:34:y:1979:i:3:p:617-30
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    Cited by:

    1. Masaki Kusano, 2017. "Does Recognition versus Disclosure Affect Risk Relevance? Evidence from Finance Leases in Japan," Discussion papers e-17-007, Graduate School of Economics , Kyoto University.
    2. Sarmiento-Sabogal, Julio & Sadeghi, Mehdi, 2014. "Unlevered betas and the cost of equity capital: An empirical approach," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 90-105.
    3. Edward A. Vos, 1992. "Differences in Risk Measurement for Small Unlisted Businesses," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 1(3), pages 255-267, Spring.
    4. Shahwali Khan & Michael E. Bradbury & Steven Cahan, 2016. "The volatility of comprehensive income and its association with market risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 727-748, September.
    5. Gaggero, Alberto A., 2007. "Regulatory risk in the utilities industry: An empirical study of the English-speaking countries," Utilities Policy, Elsevier, vol. 15(3), pages 191-205, September.
    6. Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
    7. Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke, 2011. "Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions," CFR Working Papers 11-11, University of Cologne, Centre for Financial Research (CFR).
    8. Michael D. Carpenter & I. Keong Chew, 1983. "The Effects Of Default Risk On The Market Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(3), pages 223-229, September.
    9. Elshandidy, Tamer & Fraser, Ian & Hussainey, Khaled, 2013. "Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 320-333.
    10. Karel Hrazdil, 2010. "S&P 500 index inclusion announcements: does the S&P committee tell us something new?," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 368-393, April.
    11. Choi, Jong-Seo & Choe, Chongwoo, 1998. "Explanatory factors for trading volume responses to annual earnings announcements: Evidence from the Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 193-212, May.
    12. Hooy Chee-Wooi & Robert D. Brooks, 2015. "The Components of Systematic Risk and Their Determinants in The Malaysian Equity Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 11(2), pages 151-176.
    13. Julia Lackmann & Jürgen Ernstberger & Michael Stich, 2012. "Market Reactions to Increased Reliability of Sustainability Information," Journal of Business Ethics, Springer, vol. 107(2), pages 111-128, May.
    14. Masaki Kusano, 2017. "Effect of Capitalizing Operating Leases on Credit Ratings:Evidence from Japan," Discussion papers e-16-016, Graduate School of Economics , Kyoto University.
    15. MOHEB ALI KANANI & Javad Moradi & Hashem Valipour, 2013. "Sustainable Growth and Firm Risk from the Signaling Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(5), pages 660-667, May.
    16. repec:mth:ber888:v:7:y:2017:i:1:p:323-335 is not listed on IDEAS
    17. Jacek WELC, 2014. "Impact of Earnings Smoothness on Stock Prices, Stock Returns and Future Earnings Changes - the Polish Experience," European Financial and Accounting Journal, University of Economics, Prague, vol. 2014(3).
    18. David B. Smith, 1983. "A Framework For Analyzing Nonconvertible Preferred Stock Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 127-139, June.
    19. Drobetz, Wolfgang & Menzel, Christina & Schröder, Henning, 2016. "Systematic risk behavior in cyclical industries: The case of shipping," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 88(C), pages 129-145.
    20. Krapl, Alain A., 2015. "Corporate international diversification and risk," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 1-13.
    21. Lipe, M. G., 1998. "Individual investors' risk judgments and investment decisions: The impact of accounting and market data," Accounting, Organizations and Society, Elsevier, vol. 23(7), pages 625-640, October.

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