New evidence on the impact of financial leverage on beta risk : a time-series approach
Year of publication: |
2002
|
---|---|
Authors: | Faff, Robert W. ; Brooks, Robert ; Kee, Ho Yew |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 13.2002, 1, p. 1-20
|
Subject: | Kapitalstruktur | Capital structure | Betafaktor | Beta risk | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States |
-
Estimating bull and bear betas for the Nigerian stock market using logistic smooth threshold model
Tumala, Mohammed M., (2015)
-
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj, (2019)
-
Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta, (2015)
- More ...
-
The national market impact of sovereign rating changes
Brooks, Robert, (2004)
-
The form of time variation of systematic risk : some Australian evidence
Brooks, Robert, (1992)
-
Correlations, business cycles and integration
Ragunathan, Vanitha, (1999)
- More ...