Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
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- Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, EconWPA.
- Roland Shami & Don U.A. Galagedera, 2004. "Beta Risk and Regime Shift in Market Volatility," Finance 0406012, EconWPA.
- Guermat, Cherif & Freeman, Mark C., 2010. "A net beta test of asset pricing models," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 1-9, January.
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KeywordsECONOMETRICS ; FINANCIAL MARKET;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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