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Stability of mutual fund systematic risk statistics


  • Francis, Jack Clark
  • Fabozzi, Frank J.


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  • Francis, Jack Clark & Fabozzi, Frank J., 1980. "Stability of mutual fund systematic risk statistics," Journal of Business Research, Elsevier, vol. 8(2), pages 263-275, June.
  • Handle: RePEc:eee:jbrese:v:8:y:1980:i:2:p:263-275

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    References listed on IDEAS

    1. Yates, Judith, 1981. "An Analysis of Asset Holdings in Australia by Income Class," Working Papers 53, University of Sydney, School of Economics.
    2. N. Podder & N. C. Kakwani, 1976. "Distribution Of Wealth In Australia," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 22(1), pages 75-92, March.
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    Cited by:

    1. Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
    2. Abu Taher Mollik & M. Khokan Bepari, 2010. "Instability of stock beta in Dhaka Stock Exchange, Bangladesh," Managerial Finance, Emerald Group Publishing, vol. 36(10), pages 886-902, August.
    3. 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.
    4. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
    5. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 391-411.

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